Optimal $ n $ -th Order IIR /AR Approximation of a Moving Average Filter - Signal Processing Stack Exchange
Solved Exponentially Weighted Moving Average (EWMA) filters. | Chegg.com
Moving average - Wikipedia
Exponentially Weighted Average for Deep Neural Networks | by Ashyi | DataDrivenInvestor
Random walk model (Exponentially Weighted Moving Average, EWMA), Integrated GARCH-RiskMetrics VaR, Generalised Autoregressive Conditional Heteroskedasticity (GARCH) models, Filtered historical simulation (FHS), Example 1: Estimating daily 95% VaR with ...
The self-initializing EWMA filter uses a dynamic lambda. At steady... | Download Scientific Diagram
PLOS ONE: Exponentially weighted moving average—Moving average charts for monitoring the process mean
Exponential Moving Average
Exploring the Exponentially Weighted Moving Average
PDF] The exponentially weighted moving average applied to the control and monitoring of varying sample sizes | Semantic Scholar