Heavy Moving Averages and Their Application in Econometric Forecasting
- Publication Type:
- Journal Article
- Citation:
- Cybernetics and Systems, 2018, 49 (1), pp. 26 - 43
- Issue Date:
- 2018-01-02
Closed Access
| Filename | Description | Size | |||
|---|---|---|---|---|---|
| Heavy Moving Averages and Their Application in Econometric Forecasting.pdf | Published Version | 816.23 kB |
Copyright Clearance Process
- Recently Added
- In Progress
- Closed Access
This item is closed access and not available.
© 2017 Taylor & Francis Group, LLC. This paper presents the heavy ordered weighted moving average (HOWMA) operator. It is an aggregation operator that uses the main characteristics of two well-known techniques: the heavy ordered weighted averaging (OWA) and the moving averages. Therefore, this operator provides a parameterized family of aggregation operators from the minimum to the total operator and includes the OWA operator as a special case. It uses a heavy weighting vector in the moving average formulation and it represents the information available and the knowledge of the decision maker about the future scenarios of the phenomenon, according to his attitudinal character. Some of the main properties of this operator are studied, including a wide range of families of HOWMA operators such as the heavy moving average and heavy weighted moving average operators. The HOWMA operator is also extended using generalized and quasi-arithmetic means. An example concerning the foreign exchange rate between US dollars and Mexican pesos is also presented.
Please use this identifier to cite or link to this item: