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,