00221 5982d49deb3748f4d1d224a019d170

00221 5982d49deb3748f4d1d224a019d170



Applications of the EWMA

223



1-.5 |-1.0 a,-1.0 S,-0, lsislOO EWMA Ljmlu-iLaz-i3A377-±1.73


40    60

(a)


Time Order

Figurę 3a. Simulation of the EWMA Algorithm with L=3.


Figurę 3b. Simulation of the EWMA Algorithm with L=1.5,



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