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Tytuł:
Best Time Series In-sample Model for Forecasting Nigeria Exchange Rate
Autorzy:
Gaddafi, Adamu Babali
Akpensuen, Shiaondo Henry
Shitu, Abdulrazaq Ahmed
Malle, Ahmad Atiku
Adamu, Muhammed
Bukar, Muhammad Goni
Powiązania:
https://bibliotekanauki.pl/articles/1031300.pdf
Data publikacji:
2021
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
ARIMA
Autoregressive Integrated Moving Average Model
Autoregressive Moving Average Model
Autoregressive models
Box-Jenkins Methodology
CBN
Exchange rate
Model
Moving Average Models
Nigeria
Opis:
In this work we considered data on official Nigeria exchange rates (Naira to British Pound sterling) from January 2003 to December 2019. Four competing models ARIMA (1, 1, 1), ARIMA (2, 1, 1), ARIMA (1, 1, 0) and ARIMA (1, 1, 2) were identified for the exchange rates series. Diagnostic analysis revealed that all the competing models adequately represent the exchange rate series. However, on the basis of out-of-sample model selection and evaluation ARIMA (1, 1, 1) was selected as the optimal model with minimum information criteria for the exchange rate series. A 24 months forecast indicates that the Naira will continue to depreciate. The policy implication of our study is that the Central Bank of Nigeria (CBN), should devalue the Naira in order to not only re-establish exchange rate stability but also encourage local manufacturing and encourage foreign capital inflows.
Źródło:
World Scientific News; 2021, 151; 45-63
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of Moving Average and Differential Operation for Wheeze Detection in Spectrograms
Autorzy:
Hsueh, Meng-Lun
Chen, Jin-Peng
Lu, Bing-Yuh
Wu, Huey-Dong
Liu, Pei-Yi
Powiązania:
https://bibliotekanauki.pl/articles/31340111.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czasopisma i Monografie PAN
Tematy:
differential operation
moving average
signal
lung sound
wheeze
Opis:
A moving average (MA) is a commonly used noise reduction method in signal processing. Several studies on wheeze auscultation have used MA analysis for preprocessing. The present study compared the performance of MA analysis with that of differential operation (DO) by observing the produced spectrograms. These signal preprocessing methods are not only applicable to wheeze signals but also to signals produced by systems such as machines, cars, and flows. Accordingly, this comparison is relevant in various fields. The results revealed that DO increased the signal power intensity of episodes in the spectrograms by more than 10 dB in terms of the signal-to-noise ratio (SNR). A mathematical analysis of relevant equations demonstrated that DO could identify high-frequency episodes in an input signal. Compared with a two-dimensional Laplacian operation, the DO method is easier to implement and could be used in other studies on acoustic signal processing. DO achieved high performance not only in denoising but also in enhancing wheeze signal features. The spectrograms revealed episodes at the fourth or even fifth harmonics; thus, DO can identify high-frequency episodes. In conclusion, MA reduces noise and DO enhances episodes in the high-frequency range; combining these methods enables efficient signal preprocessing for spectrograms.
Źródło:
Archives of Acoustics; 2022, 47, 3; 383-388
0137-5075
Pojawia się w:
Archives of Acoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Heavy moving average distances in sales forecasting
Autorzy:
Olazabal-Lugo, Maricruz
Espinoza-Audelo, Luis F.
León-Castro, Ernesto
Perez-Arellano, Luis A.
Blanco-Mesa, Fabio
Powiązania:
https://bibliotekanauki.pl/articles/27314242.pdf
Data publikacji:
2023
Wydawca:
Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
Tematy:
heavy moving average distance
OWA operator
distance measures
sales forecasting
Opis:
This paper presents a new aggregation operator tech‐ nique that uses the ordered weighted average (OWA), heavy aggregation operators, Hamming distance, and moving averages. This approach is called heavy ordered weighted moving average distance (HOWMAD). The main advantage of this operator is that it can use the characteristics of the HOWMA operator to under‐ or over‐ estimate the results according to the expectations and the knowledge of the future scenarios, analyze the his‐ torical data of the moving average, and compare the different alternatives with the ideal results of the dis‐ tance measures. Some of the main families and specific cases using generalized and quasi‐arithmetic means are presented, such as the generalized heavy moving aver‐ age distance and a generalized HOWMAD. This study develops an application of this operator in forecasting the sales growth rate for a commercial company. We find that it is possible to determine whether the company’s objectives can be achieved or must be reevaluated in response to the actual situation and future expectations of the enterprise.
Źródło:
Journal of Automation Mobile Robotics and Intelligent Systems; 2023, 17, 2; 18--27
1897-8649
2080-2145
Pojawia się w:
Journal of Automation Mobile Robotics and Intelligent Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of the Moving Average Method of Simplifying Simulation of Random Fields
Autorzy:
Maciejewski, S.
Gorczewska-Langner, W.
Powiązania:
https://bibliotekanauki.pl/articles/241480.pdf
Data publikacji:
2006
Wydawca:
Polska Akademia Nauk. Instytut Budownictwa Wodnego PAN
Tematy:
stochastic models
multidimensional random variable
moving average
transport phenomena in soil
Opis:
A method of simulating random fields using a moving average is proposed in this paper. Random fields were simulated for different sizes of sub-field and different numbers of cycles of calculations of the moving average. For the fields obtained the covariance function was analyzed. In order to estimate the efficiency of the proposed simulation method of random field based on the method of diagonal covariance matrix was performed. It is shown that two of the simulation methods presented are able to generate a multidimensional random variable with required correlation function. However, the method of diagonal covariance matrix has some limitations caused by the size of the simulated random field, which result from the necessity of converting a relatively large matrix. Using the proposed simulation method it is possible to simulate, in a comparatively quick and simple manner, a random field with a large number of nodes on PC-s. The presented method can be useful in the stochastic analysis of transport phenomena in soil.
Źródło:
Archives of Hydro-Engineering and Environmental Mechanics; 2006, 53, 2; 126-136
1231-3726
Pojawia się w:
Archives of Hydro-Engineering and Environmental Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Rainfall Variability of South-West Monsoon: A Special Study Based on Ratnapura District, Sri Lanka
Autorzy:
Kaleel, M. I. M.
Powiązania:
https://bibliotekanauki.pl/articles/1112561.pdf
Data publikacji:
2018
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Climate change
Meteorological Department
Moving average
Rainfall variability
Ratnapura District
Sri Lanka
Opis:
This study was conducted using secondary data from the Meteorological Department obtained from five stations in Ratnapura District: Ratnapura, Eheliyagoda, Balangoda, Lellopitiya and Embilipitiya. The objective of the study was ‘to identify rainfall trend and variability analysis in the study area and to find the impact of climate changes on rainfall variability in the study area’. The average rainfall in the selected stations are: in Embilipitiya - between 112 mm to 170 mm, in Balangoda - from 170 mm to 230 mm, Lellopitiya – from 230 mm - 290 mm and both Ratnapura and Eheliyagoda - 290 mm to 360 mm. To identify the rainfall variability, the moving average technique was employed, using 7 years of data. According to the result of this study, climate change has impact on rainfall variability in the Ratnapura District.
Źródło:
World News of Natural Sciences; 2018, 18, 2; 195-202
2543-5426
Pojawia się w:
World News of Natural Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Research on a number of applicable forecasting techniques in economic analysis, supporting enterprises to decide management
Autorzy:
Hang, Nguyen Thi
Powiązania:
https://bibliotekanauki.pl/articles/1075674.pdf
Data publikacji:
2019
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Forecasting
applied informatics in business
economic analysis tools
linear regression
moving average
Opis:
Forecasting is an important tool, an indispensable part in the operation of businesses to help create a competitive advantage, thereby assisting corporate executives in proactively planning and necessary decisions for production, business, investment, promotion, production scale, product distribution channel, financial supply ... and preparation of sufficient facilities, Techniques for development in the future. In businesses, doing good forecasting will create conditions to improve competitiveness in the market. Thai Nguyen is one of the provinces in the Northern Midlands and Mountains region, with over 6000 businesses in operation. This is the locality which is assessed to have a fast growing market and many changes, accurate forecasting becomes more necessary for businesses to save costs and increase competitiveness. Forecasting will create important tools, support managers in setting up measures to adjust economic activities of their units in order to obtain the highest production and business efficiency, highly adapt to trend of integration and development.
Źródło:
World Scientific News; 2019, 119; 52-67
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Assessment of the effectiveness of Polish social responsible company portfolios based on moving averages
Autorzy:
Jamróz, Paweł
Piekunko-Mantiuk, Iwona
Powiązania:
https://bibliotekanauki.pl/articles/2125584.pdf
Data publikacji:
2019
Wydawca:
Uniwersytet w Białymstoku. Wydawnictwo Uniwersytetu w Białymstoku
Tematy:
social responsibility company
securities portfolios
socially responsible investments
moving average
technical analysis
Opis:
Purpose – Assessment of the effectiveness of portfolios composed of shares of Polish socially responsible companies based on moving averages and determination of their optimal lengths. Research method – The moving average method was used as a part of the technical analysis of companies included in the RESPECT index. Data from the Thompson Reuters database was used using the Metastock XVI program. The research was conducted on daily data from 30/12/2009 to 30/09/2019 (2418 sessions). The strategies used to build the portfolios were optimized to maximize the rate of return. Results – Definitely higher rates of return were obtained by using two moving averages rather than one. Multi-component portfolios based on two averages generated better results than the buy and hold strategy and compared stock indexes: RESPECT, WIG20, WIG30, WIG. There is a different optimal average length for each portfolio tested that should be used to maximize returns. Originality / value / implications / recommendations – According to the authors’ knowledge this paper is one of the first studies in Poland that uses moving averages to optimize the investment portfolio using shares of socially responsible companies. Owing to the results obtained, the work indicates that there are simple investment strategies that enable achieving above-average returns in the long run, which undermines the hypothesis of information-efficient markets in a weak form.
Źródło:
Optimum. Economic Studies; 2019, 4(98); 163-175
1506-7637
Pojawia się w:
Optimum. Economic Studies
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Interval Type-2 fuzzy Exponentially Weighted Moving Average Control Chart
Autorzy:
Adepoju, Akeem Ajibola
Abdulkadir, Sauta S.
Jibasen, Danjuma
Chiroma, Haruna
Powiązania:
https://bibliotekanauki.pl/articles/2021442.pdf
Data publikacji:
2022-03-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
Exponentially weighted moving average control chart
Fuzzy control chart
Fuzzy sets
Interval Type-2 fuzzy sets
Interval Type-2 fuzzy Exponentially Weighted Moving Average Control Chart
Statistical process control
Opis:
Some industrial data often come with uncertainty, which in some cases depends on the decision of those responsible for taking the measurement in the production process. While the fuzzy approach helps to tackle the ambiguity that arises in the measurement, an interval type-2 fuzzy set deals with such uncertainty better due to its flexibility over the control limits of its control chart. This paper aims to develop an Interval Type-2 fuzzy Exponentially Weighted Moving Average Control Chart (IT2FEWMA) under the fuzzy type-2 condition. This development will facilitate monitoring small and moderate shifts in the production process in conditions of uncertainty.
Źródło:
Statistics in Transition new series; 2022, 23, 1; 185-200
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Impact of Public Transportation on European Countries’ Development: a Spatial Perspective
Autorzy:
Matyas, Andreea
Powiązania:
https://bibliotekanauki.pl/articles/20433505.pdf
Data publikacji:
2023-11-22
Wydawca:
Uniwersytet Warszawski. Wydział Nauk Ekonomicznych
Tematy:
Spatial Econometrics
Econometric Methods
Spatial Autoregressive Moving Average Model
Spatial Autocorrelation
Transportation Economics
Opis:
Sustainability is a key topic nowadays, mostly because in the last decade the pollution levels have reached an all-time high. National governments are searching for sustainable and environmentally friendly solutions to decrease the amount of pollution. This study is a cross-sectional study on 27 European countries, using data gathered in 2020. This study’s main goal is to show the environmental sustainability of public transportation and its impact on country development in Europe. The methodology used in this study will consist of spatial econometrics methods with visual maps and graphs to help with a better visual representation of the phenomena presented. The empirical evidence will be confirmed by the spatial regression’s results. Because the spatial diagnostic tests revealed that the spatial processes are present in terms of both spatial lag and spatial errors, the model that was used was a Spatial Autoregressive Moving Average Model (SARMA). Moreover, the environmental sustainability of public transport is also a significant factor. The expected results from which this study began – specifically, that the spatiality has a significant impact in modelling the relationship between public transportation and economic development – were confirmed.
Źródło:
Central European Economic Journal; 2023, 10, 57; 403-413
2543-6821
Pojawia się w:
Central European Economic Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Using Control Charts to Detect Small Process Shifts
Zastosowanie kart kontrlnych do wykrywania niewielkich zakłóceń kontrolowanego procesu
Autorzy:
Michalak, Jarosław
Powiązania:
https://bibliotekanauki.pl/articles/904697.pdf
Data publikacji:
2005
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
quality
cumulative-sum control charts
CUSUM
Exponentially Weighted Moving Average control charts
EWMA
Opis:
Niezwykle ważny dla efektywności zastosowań statystycznego sterowania procesem jest dobór odpowiednich kart kontrolnych. Użycie kart kontrolnych Shewharta w celu wykrycia niewielkich zakłóceń procesu jest nieefektywne. W niniejszym artykule przedstawiono zastosowanie karty sum skumulowanych (CUSUM) oraz karty wykładniczo ważonych ruchomych średnich (EWMA) do wczesnego wykrywania niewielkich zakłóceń procesu produkcyjnego.
The selection of proper SPC charts is essential to effective statistical process control implementation and use. It is important to use best chart for the given situation and need. Using Shewhart quality control charts to detecting small process shill is not effective. This paper shows that the cumulative-sum control charts (CUSUM) and Exponentially Weighted Moving Average control charts (EWMA) are appropriate to detect these shifts.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2005, 194
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Nonparametric approach to improvement of quality of modal parameters estimation
Zastosowanie nieparametrycznych metod wygładzania krzywych do poprawiania jakości estymacji parametrów modalnych
Autorzy:
Iwaniec, J.
Lisowski, W.
Uhl, T.
Powiązania:
https://bibliotekanauki.pl/articles/281267.pdf
Data publikacji:
2005
Wydawca:
Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
Tematy:
noise reduction
locally weighted scatter plot smooth method
moving average
Savitzky-Golay filter
Opis:
In the paper, issues concerning curve smoothing methods such as the locally weighted scatter plot smooth method (LOESS), moving average method (MA), Savitzky-Golay filter method (SG) are discussed. Results of the ERA analysis for measured noisy frequency response functions smoothed by curve smoothing methods as well as frequency response functions with no additional noise introduced and smoothed by the curve smoothing methods are presented. As reference values, natural frequencies and modal damping factors corresponding with poles estimated by the use of the ERA method for the frequency response functions measured in a harmonic test are assumed.
W pracy omówiono zagadnienia dotyczące możliwości zastosowania nieparametrycznych metod wygładzania krzywych: metody MA (ang. moving average), LOESS (ang. locally weighted scatter plot smooth) oraz SG (ang. Savitzky-Golay filtering) do poprawiania jakości estymowanych modeli modalnych. Dla danych bez szumu oraz danych zaszumionych wygładzonych przy użyciu nieparametrycznych metod wygładzania krzywych przeprowadzono estymację parametrów modalnych metodą ERA zaimplementowaną w przyborniku VIOMA. Wyznaczono błędy estymacji współczynnika tłumienia modalnego oraz częstości drgań wlasnych dla poszczególnych metod przyjmując jako wartości odniesienia współczynniki tłumienia modalnego oraz częstości drgań własnych estymowane metodą ERA dla charakterystyk niezaszumionych.
Źródło:
Journal of Theoretical and Applied Mechanics; 2005, 43, 2; 327-344
1429-2955
Pojawia się w:
Journal of Theoretical and Applied Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Empirical study of the relative strength in the currency portfolio construction
Empiryczne studium siły relatywnej w konstrukcji portfela walutowego
Autorzy:
Pruchnicka-Grabias, Izabela
Powiązania:
https://bibliotekanauki.pl/articles/588638.pdf
Data publikacji:
2018
Wydawca:
Uniwersytet Ekonomiczny w Katowicach
Tematy:
Moving Average Convergence Divergence (MACD)
Relative value
Technical analysis
Analiza techniczna
Siła relatywna
Opis:
The relative strength – one of the most useful tools of the technical analysis – is tested in the paper. It is defined as higher upsurge of asset prices and lower reduction than for other assets in the examined period of time. It can be put into use for different assets, however, the majority of authors utilizes it on stock markets. In this study, the currency market is in question. The author creates currency portfolios and checks their profitability with the use of the relative strengths compared with the buy and hold strategy. It turns out that the former lets achieve higher rates of return for all currencies tested in the study. What’s more, in some cases, the buy and hold strategy resulted in losses, whereas at the same time, the relative strength technique resulted in profits. When both strategies ended with losses, they were lower in the case of the relative strength technique. The Moving Average Convergence Divergence indicator was applied to find buy and sell signals. The research period is one year. It starts in October 2016 and ends at the end of September 2017. All major currencies were tested from the point of view of the Polish investor.
W artykule podjęto analizę siły relatywnej, jednego z najbardziej użytecznych narzędzi analizy technicznej. Dla potrzeb opracowania należy ją rozumieć jako większy wzrost wartości aktywów i mniejszy ich spadek niż dla pozostałych w badanym okresie czasu. Można ją wykorzystać na dowolnym instrumencie, przy czym większość autorów przeprowadza badania na rynkach akcji. W niniejszym artykule skupiono się na walutach. Autorka tworzy portfele walutowe i sprawdza ich zyskowność w porównaniu ze strategią „kup i trzymaj”. Okazuje się, że ta pierwsza pozwala na realizację wyższych zysków dla każdej z badanych par walutowych. Co więcej, w niektórych przypadkach strategia „kup i trzymaj” prowadziła do strat, a zastosowanie siły relatywnej skutkowało dodatnim wynikiem z inwestycji. Kiedy obydwie strategie generowały straty, były on mniejsze dla siły relatywnej. Sygnały kupna i sprzedaży wychwytywano za pomocą wskaźnika MACD. Okresem badawczym był czas od października 2016 r. do września 2017 r., czyli 1 rok. Wszystkie pary walutowe były testowane z perspektywy polskiego inwestora.
Źródło:
Studia Ekonomiczne; 2018, 356; 109-123
2083-8611
Pojawia się w:
Studia Ekonomiczne
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of the effectiveness of time series analysis methods: SMA, WMA, EMA, EWMA, and Kalman filter for data analysis
Porównanie skuteczności metod analizy szeregów czasowych: SMA, WMA, EMA, EWMA i filtr Kalmana do analizy danych
Autorzy:
Lotysh, Volodymyr
Gumeniuk, Larysa
Humeniuk, Pavlo
Powiązania:
https://bibliotekanauki.pl/articles/27315442.pdf
Data publikacji:
2023
Wydawca:
Politechnika Lubelska. Wydawnictwo Politechniki Lubelskiej
Tematy:
data analysis
modeling
moving average
Kalman filter
analiza danych
modelowanie
średnia ruchoma
filtr Kalmana
Opis:
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, and the choice of method depends on the specific application and data characteristics. It is important for researchers and practitionersto understand the properties and limitations of these methods in order to make informed decisions when analyzing time seriesdata. This study investigates the effectiveness of time series analysis methods using data modeled with a known exponential function with overlaid random noise. This approach allows for control of the underlying trend in the data while introducing the variability characteristic of real-world data. The relationships were written using scripts for the construction of dependencies, and graphical interpretation of the results is provided.
W analizie szeregów czasowych, przetwarzaniu sygnałów i analizie finansowej szeroko stosowane są: prosta średnia ruchoma (SMA), ważona średnia ruchoma (WMA), wykładnicza średniaruchoma (EMA), wykładniczo-ważona średnia ruchoma (EWMA) i filtr Kalmana. Każda z metod ma swoje mocne i słabe strony, a wybór metody zależy od konkretnego zastosowania i charakterystyki danych. Dla badaczyi praktyków ważne jest zrozumienie właściwości i ograniczeń tych metod w celu podejmowania świadomych decyzji podczas analizy danych szeregów czasowych. W niniejszej pracy zbadano skuteczność metod analizy szeregów czasowych z wykorzystaniem danych modelowanych znaną funkcją wykładniczą z nałożonym szumem losowym. Takie podejście pozwala na kontrolowanie głównego trendu w danych przy jednoczesnym wprowadzeniu zmienności typowej dla danych rzeczywistych. Do budowy zależności zostały napisane skrypty. Podanajest graficzna interpretacja wyników.
Źródło:
Informatyka, Automatyka, Pomiary w Gospodarce i Ochronie Środowiska; 2023, 13, 3; 71--74
2083-0157
2391-6761
Pojawia się w:
Informatyka, Automatyka, Pomiary w Gospodarce i Ochronie Środowiska
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Empirical Study on the Currency Exchange Market. Determinants on the Exchange Rate of the U.S. Dollars and the Japanese Yen by the Regression Analysis.
Autorzy:
Komiya, Tokuichi
Powiązania:
https://bibliotekanauki.pl/articles/23594099.pdf
Data publikacji:
2024-01-02
Wydawca:
Academicus. International Scientific Journal publishing house
Tematy:
Yen/$ exchange rate
interest rate differential
consumer price index differential
moving average and regression analysis
Opis:
It is widely known that in the exchange rate market there are 3 factors influential to determine the currency exchange rate between the related countries in theory; i.e., the interest rate, inflation, and expectation on the exchange rate. This paper aims to find how the exchange rate between U.S. dollar and Japanese Yen, both of which are widely recognized as major currencies in the international financial market, are affected by the 4 key variables selected here in this paper related to these 3 factors under the recent inflationary economic environment; i.e., interest rate yield of the 2 year treasury bond, inflation rate, and the two moving average of the exchange rate to be considered as rational expectation on the movement of the exchange rate. As result it is our discovery that the selected predicator variables have been influential to the daily volatility and monthly movement of the exchange rate of the Japanese Yen /US $ with evidence the two different models of the regression analysis are able to show the exchange rate are significantly correlated with these 4 key variables and strongly affected by them. Also, during the period of total 30 months from the beginning of Y2021 through the middle of Y2023 this empirical analysis has been conducted, neither interest rate parity nor the purchasing power parity, both of which are the well-known theory of the international economy, did hold due to the reason value of U.S. $ have been kept stronger along with continuous increase in the interest rate yield in the U.S than that in Japan to cope with the faster inflation speed in the U.S economy.
Źródło:
Academicus International Scientific Journal; 2024, 15, 29; 207-239
2079-3715
2309-1088
Pojawia się w:
Academicus International Scientific Journal
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An Empirical Analysis of the Effectiveness of Wishart and Mojena Criteria in Cluster Analysis
Autorzy:
Mikulec, Artur
Kupis-Fijałkowska, Aleksandra
Powiązania:
https://bibliotekanauki.pl/articles/465853.pdf
Data publikacji:
2012
Wydawca:
Główny Urząd Statystyczny
Tematy:
upper tail rule
moving average quality control rule Mojena criteria
Wishart criterion (tree validation) ClustanGraphics 8
Opis:
Mojena and Wishart criteria are methods of selecting the optimal grouping result of agglomerative cluster analysis methods (hierarchical). Two criteria were proposed by Mojena in the 70’s of the 20th century: the upper tail rule and moving average quality control rule, both based on an analysis of the fusion levels of objects in the dendrogram with the aim to determine the cut-off point of it, i.e. to choose the optimal clustering result. The third criterion: tree validation was created by Wishart and evaluates the randomness of the objects clustering in the dendrogram. The purpose of this paper is to present the results of the empirical analysis of the effectiveness of Mojena and Wishart criteria for the number of clusters selection, in comparison to other applicable criteria in this area, including those proposed by: Baker and Hubert, Calinski and Harabasz, Davies and Bouldin, Hubert and Levine. The empirical analysis has been carried out in ClustanGraphics 8 Program and selected packages in R environment for the generated data sets.
Źródło:
Statistics in Transition new series; 2012, 13, 3; 569-580
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 26

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