# weighted moving average

Also found in: Dictionary, Financial.
Related to weighted moving average: Exponentially weighted moving average

## weighted moving average

[¦wād·əd ¦müv·iŋ ′av·rij]
(statistics)
A method used for smoothing data in a time series in which each observation being averaged is given a weight which reflects its relative importance in calculating the average.
References in periodicals archive ?
Hence, the tabular Cumulative sum (CUSUM) as well as the Exponential Weighted Moving Average (EWMA) control charts were evaluated and utilized for this purpose , .
Proposed Repetitive Exponentially Weighted Moving Average (EWMA) Control Charts Based on Ranked Set Sampling
(RQ3) How are the impacts of scenarios for burst detection, That is, Weighted Moving Average (WMA) and Simple Moving Average (SMA), on QAC performance?
Based on the weighted moving average (WMA), [WMA.sub.ET] and [WMA.sub.EP] are averages of the estimated time and the estimated price from the price history with a weight using SMA.
The WFM forecasting solutions then generally relied on the weighted moving averages method, and some still do.
In an exponentially weighted moving average (EWMA) with a theoretically infinite past horizon, more recent observations have a greater impact on the characteristic profile.
Red: Simple Moving Average (SMA)<br> Blue: Exponential Moving Average (EMA)<br> Green: Smoothed Moving Average (SMMA)<br> Violet: Linear Weighted Moving Average (LWMA)
2.) Using a weighted moving average with weights of 20-20-60, provide a unit sales forecast for your company's Quarter 7 sales based on the data below: Quarter Units Sold 1 1,100 -- -- -- -- 2 1,300 -- -- -- -- 3 1,250 -- -- -- -- 4 1,400 -- -- -- -- 5 1,700 -- -- -- -- 6 1,650 -- -- -- -- 7
The algorithms are a day-specific moving average (DSMA), autoregressive integrated moving average (ARIMA [1,0,1]) time series model (3), exponentially weighted moving average (EWMA) with weights of 0.05 and 0.2, and CUSUM with a baseline computed via EWMA with weights of 0.05 and 0.2 (10).
Some of the new features include Rainbow, EWMA (exponentially weighted moving average) and Poisson EWMA control charts; box and whisker plot for managers; serial device interfacing that allows two-way I/O using device command strings; viewing of engineering drawings in both JPG and BMP format; and much more.
Site: Follow: Share:
Open / Close