COMPARISON OF THE EFFECTIVENESS OF TIME SERIES ANALYSIS METHODS: SMA, WMA, EMA, EWMA, AND KALMAN FILTER FOR DATA ANALYSIS

COMPARISON OF THE EFFECTIVENESS OF TIME SERIES ANALYSIS METHODS: SMA, WMA, EMA, EWMA, AND KALMAN FILTER FOR DATA ANALYSIS

In time series analysis, signal processing, and financial analysis, simple moving average (SMA), weighted moving average (WMA), exponential moving average (EMA), exponential weighted moving average (EWMA), and Kalman filter are widely used methods. Each method has its own strengths and weaknesses,...

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Bibliographic Details
Main Authors: Volodymyr Lotysh, Larysa Gumeniuk, Pavlo Humeniuk
Format: Article
Language:English
Published: Lublin University of Technology 2023-09-01
Series:Informatyka, Automatyka, Pomiary w Gospodarce i Ochronie Środowiska
Subjects:
data analysis
modeling
moving average
Kalman filter
Online Access:https://ph.pollub.pl/index.php/iapgos/article/view/3652

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https://ph.pollub.pl/index.php/iapgos/article/view/3652

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