Centered vs. Trailing Moving Averages
What is the difference between centered and trailing moving averages?
It refers to the position of the window used for averaging.
Simple Moving Average (SMA)
What is the Simple Moving Average (SMA)?
Equal weights for all observations.
Moving Average for Smoothing
What is the purpose of using Moving Average (MA) for smoothing?
It reduces noise in time series data.
What are autoregressive models based on?
They are based on regression on past values of the series.
Weighted Moving Average (WMA)
How does the Weighted Moving Average (WMA) differ from SMA?
It assigns different weights to observations.
What does polynomial regression model in time series?
It models non-linear trends.
Exponential Moving Average (EMA)
What is the main characteristic of the Exponential Moving Average (EMA)?
It gives more weight to recent observations.
Moving Average for Trend Identification
How does Moving Average (MA) help in trend identification?
It reveals underlying patterns in the data.
Linear Regression in Time Series Analysis
What does linear regression in Time Series Analysis (TSA) model?
It models linear relationships over time.
Multiple Regression in Time Series Analysis
What is the focus of multiple regression in Time Series Analysis (TSA)?
It incorporates multiple predictors into the model.
