Concepedia

Moving Average Processes

Moving Average Processes is a discrete-time stochastic process in which the current value is defined as a linear combination of current and past white noise error terms, distinguished from other autoregressive or integrated processes by its dependence solely on these moving average components.

633

Publications

40.7K

Citations

1.1K

Authors

585

Institutions

Publications per year

2017–2026

74

Variants

Ma Processes

Parents

Publications

633

Fractional differencing

J. R. M. Hosking · Biometrika · 1981 · 2.5K citations

, , +16

Modeling and Forecasting Vehicular Traffic Flow as a Seasonal ARIMA Process: Theoretical Basis and Empirical Results

Billy M. Williams, L A Hoel · Journal of Transportation Engineering · 2003 · 2.1K citations

, , +16

Tutorial on higher-order statistics (spectra) in signal processing and system theory: theoretical results and some applications

Jerry M. Mendel · Proceedings of the IEEE · 1991 · 1.8K citations

, , +14

Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements

James M. Lucas, Michael S. Saccucci · Technometrics · 1990 · 1.4K citations

, , +12

Exponentially Weighted Moving Average Control Schemes: Properties and Enhancements

James M. Lucas, Michael S. Saccucci · Technometrics · 1990 · 1.3K citations

, , +12

1–5 of 633

Authors

1.1K

  1. MS
    Murad S. Taqqu

    Boston University, United States

    8 publications · 498 citations

    8

    h-index

  2. RS
    Robert Stelzer

    Technical University of Munich, Germany

    6 publications · 156 citations

    6

    h-index

  3. PL
    Peter Lewis

    Naval Postgraduate School, United States

    6 publications · 547 citations

    6

    h-index

  4. EJ
    E. J. Godolphin

    Royal Holloway University of London, United Kingdom

    6 publications · 138 citations

    6

    h-index

  5. GS
    Grzegorz Sikora

    Wrocław University of Science and Technology, Poland

    6 publications · 185 citations

    6

    h-index

1–5 of 1.1K

Institutions

585

  1. Colorado State University

    Fort Collins, United States

    10 h-index

    15 publications

    555 citations

  2. Technical University of Munich

    Munich, Germany

    10 h-index

    12 publications

    311 citations

  3. Wrocław University of Science and Technology

    Wroclaw, Poland

    8 h-index

    24 publications

    623 citations

  4. Technion – Israel Institute of Technology

    Haifa, Israel

    7 h-index

    9 publications

    474 citations

  5. Centre National de la Recherche Scientifique

    Paris, France

    7 h-index

    14 publications

    500 citations

  6. Stanford University

    Stanford, United States

    7 h-index

    8 publications

    1.6K citations

  7. Naval Postgraduate School

    Monterey, United States

    6 h-index

    6 publications

    547 citations

  8. The University of Osaka

    Osaka, Japan

    6 h-index

    12 publications

    573 citations

1–8 of 585

Venues

  1. Biometrika

    39 publications · 4.6K citations

    23

    h-index

  2. Journal of Time Series Analysis

    35 publications · 1.6K citations

    21

    h-index

  3. Technometrics

    13 publications · 3.8K citations

    13

    h-index

  4. Econometric Theory

    12 publications · 724 citations

    12

    h-index

  5. The Annals of Probability

    13 publications · 864 citations

    12

    h-index

1–5