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A Comparison of Some Weighted Averages

 

作者: W.G. S. Hines,  

 

期刊: Technometrics  （Taylor Available online 1977）
卷期: Volume 19, issue 3  

页码: 313-318

 

ISSN:0040-1706

 

年代: 1977

 

DOI:10.1080/00401706.1977.10489553

 

出版商: Taylor & Francis Group

 

关键词: Weighted Average;Geometrically Weighted Average;First Order Autoregressive Process;Process change

 

数据来源: Taylor

 

摘要:

Performances of two versions of a proposed weighted average for estimating the current state of a process are compared to those of two weighted averages, the BLUE and the BLE, and a geometrically weighted moving average. Contrary to some published results, the geometrically weighted moving average is found to be preferable in general to the proposed weighted average.

 

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