The Six Sigma Black Belt should be able to correctly apply EWMA charts to a process with serial correlation in the data.
六西格玛黑带应能正确的将指数加权移动平均图应用到一个在数据上连续相关的过程。
Future price model is introduced based on the model of EWMA and GARCH, which offers a new computing method for the determination of the future markets.
在EWMA和GARCH模型思想的基础上,提出基于GARCH - EWMA的期货价格预测模型,为期货市场合约价格的预测提供新的预测方法。
Using EWMA to forecast the portfolio's dynamic transferred variance-covariance matrix, we can get more reasonable and precise dynamic transferred coefficient matrix.
采用EWMA模型预测动态变化的方差-协方差矩阵,从实证的角度得到更精准的动态迁移相关系数矩阵。
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