{"id":"https://openalex.org/W1973861998","doi":"https://doi.org/10.1109/ijcnn.2012.6252797","title":"Optimizing the moving average","display_name":"Optimizing the moving average","publication_year":2012,"publication_date":"2012-06-01","ids":{"openalex":"https://openalex.org/W1973861998","doi":"https://doi.org/10.1109/ijcnn.2012.6252797","mag":"1973861998"},"language":"en","primary_location":{"id":"doi:10.1109/ijcnn.2012.6252797","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn.2012.6252797","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The 2012 International Joint Conference on Neural Networks (IJCNN)","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://zenodo.org/record/1273425","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103395581","display_name":"Adrian Letchford","orcid":null},"institutions":[{"id":"https://openalex.org/I153230381","display_name":"Charles Sturt University","ror":"https://ror.org/00wfvh315","country_code":"AU","type":"education","lineage":["https://openalex.org/I153230381"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Adrian Letchford","raw_affiliation_strings":["School of Computing and Mathematics, Charles Sturt University, Australia","School of Computing and Mathematics, Charles Sturt University, Austria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computing and Mathematics, Charles Sturt University, Australia","institution_ids":["https://openalex.org/I153230381"]},{"raw_affiliation_string":"School of Computing and Mathematics, Charles Sturt University, Austria","institution_ids":["https://openalex.org/I153230381"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5015817857","display_name":"Junbin Gao","orcid":"https://orcid.org/0000-0001-9803-0256"},"institutions":[{"id":"https://openalex.org/I153230381","display_name":"Charles Sturt University","ror":"https://ror.org/00wfvh315","country_code":"AU","type":"education","lineage":["https://openalex.org/I153230381"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Junbin Gao","raw_affiliation_strings":["School of Computing and Mathematics, Charles Sturt University, Australia","School of Computing and Mathematics, Charles Sturt University, Austria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computing and Mathematics, Charles Sturt University, Australia","institution_ids":["https://openalex.org/I153230381"]},{"raw_affiliation_string":"School of Computing and Mathematics, Charles Sturt University, Austria","institution_ids":["https://openalex.org/I153230381"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5030828106","display_name":"Lihong Zheng","orcid":"https://orcid.org/0000-0001-5728-4356"},"institutions":[{"id":"https://openalex.org/I153230381","display_name":"Charles Sturt University","ror":"https://ror.org/00wfvh315","country_code":"AU","type":"education","lineage":["https://openalex.org/I153230381"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Lihong Zheng","raw_affiliation_strings":["School of Computing and Mathematics, Charles Sturt University, Australia","School of Computing and Mathematics, Charles Sturt University, Austria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computing and Mathematics, Charles Sturt University, Australia","institution_ids":["https://openalex.org/I153230381"]},{"raw_affiliation_string":"School of Computing and Mathematics, Charles Sturt University, Austria","institution_ids":["https://openalex.org/I153230381"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I153230381"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"8"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9922999739646912,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9922999739646912,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9900000095367432,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.989300012588501,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/lag","display_name":"Lag","score":0.9035675525665283},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.6910892724990845},{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.6686015725135803},{"id":"https://openalex.org/keywords/noise-reduction","display_name":"Noise reduction","score":0.6266868114471436},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5835229754447937},{"id":"https://openalex.org/keywords/lag-time","display_name":"Lag time","score":0.5427854061126709},{"id":"https://openalex.org/keywords/moving-average","display_name":"Moving average","score":0.5189661383628845},{"id":"https://openalex.org/keywords/quality","display_name":"Quality (philosophy)","score":0.4400516450405121},{"id":"https://openalex.org/keywords/time-lag","display_name":"Time lag","score":0.4253644347190857},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.38149136304855347},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3403237462043762},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3354911804199219},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.30735379457473755},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.19700780510902405}],"concepts":[{"id":"https://openalex.org/C75778745","wikidata":"https://www.wikidata.org/wiki/Q342626","display_name":"Lag","level":2,"score":0.9035675525665283},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.6910892724990845},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.6686015725135803},{"id":"https://openalex.org/C163294075","wikidata":"https://www.wikidata.org/wiki/Q581861","display_name":"Noise reduction","level":2,"score":0.6266868114471436},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5835229754447937},{"id":"https://openalex.org/C2993377847","wikidata":"https://www.wikidata.org/wiki/Q1771903","display_name":"Lag time","level":2,"score":0.5427854061126709},{"id":"https://openalex.org/C175706884","wikidata":"https://www.wikidata.org/wiki/Q1130194","display_name":"Moving average","level":2,"score":0.5189661383628845},{"id":"https://openalex.org/C2779530757","wikidata":"https://www.wikidata.org/wiki/Q1207505","display_name":"Quality (philosophy)","level":2,"score":0.4400516450405121},{"id":"https://openalex.org/C2987767877","wikidata":"https://www.wikidata.org/wiki/Q352862","display_name":"Time lag","level":3,"score":0.4253644347190857},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.38149136304855347},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3403237462043762},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3354911804199219},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.30735379457473755},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.19700780510902405},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C186060115","wikidata":"https://www.wikidata.org/wiki/Q30336093","display_name":"Biological system","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/ijcnn.2012.6252797","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ijcnn.2012.6252797","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The 2012 International Joint Conference on Neural Networks (IJCNN)","raw_type":"proceedings-article"},{"id":"pmh:oai:zenodo.org:1273425","is_oa":true,"landing_page_url":"https://zenodo.org/record/1273425","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"public-domain","license_id":"https://openalex.org/licenses/public-domain","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/conferencePaper"}],"best_oa_location":{"id":"pmh:oai:zenodo.org:1273425","is_oa":true,"landing_page_url":"https://zenodo.org/record/1273425","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"public-domain","license_id":"https://openalex.org/licenses/public-domain","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/conferencePaper"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W606326970","https://openalex.org/W1573587806","https://openalex.org/W1964262399","https://openalex.org/W1967542684","https://openalex.org/W1984284433","https://openalex.org/W2003528009","https://openalex.org/W2029223910","https://openalex.org/W2040395995","https://openalex.org/W2041787167","https://openalex.org/W2048849338","https://openalex.org/W2051529170","https://openalex.org/W2071899875","https://openalex.org/W2079195815","https://openalex.org/W2079724595","https://openalex.org/W2098148222","https://openalex.org/W2101332086","https://openalex.org/W2105934661","https://openalex.org/W2129276500","https://openalex.org/W2132427836","https://openalex.org/W2134018006","https://openalex.org/W2139150200","https://openalex.org/W2162845233","https://openalex.org/W2166263464","https://openalex.org/W2911329779","https://openalex.org/W4211145850","https://openalex.org/W4255521522","https://openalex.org/W6675136480","https://openalex.org/W6683839367"],"related_works":["https://openalex.org/W4322731367","https://openalex.org/W2014788579","https://openalex.org/W1638676447","https://openalex.org/W4390225985","https://openalex.org/W4254869733","https://openalex.org/W2326580408","https://openalex.org/W2066692761","https://openalex.org/W2382672093","https://openalex.org/W2021142880","https://openalex.org/W2055910556"],"abstract_inverted_index":{"This":[0,78,96],"paper":[1,97],"proposes":[2],"a":[3,56,81,84],"new":[4],"and":[5,62,93,108,127,136],"optimal":[6,100],"moving":[7,46,101,125],"average":[8,102],"model":[9,36,60,103,117],"that":[10],"reduces":[11,105],"the":[12,45,52,59,63,73,75,106,110,123],"problems":[13],"of":[14,21,42,54,112,122],"alternative":[15],"models.":[16],"The":[17,32,115],"random":[18],"(noisy)":[19],"nature":[20],"financial":[22,64],"time":[23],"series":[24],"creates":[25],"difficulties":[26],"when":[27],"modelling":[28],"with":[29,39,51],"any":[30],"method.":[31],"most":[33],"common":[34,124],"linear":[35],"to":[37,129],"deal":[38],"this":[40],"issue":[41],"noise":[43,68,113,137],"is":[44,70,80],"average.":[47],"These":[48],"filters":[49],"come":[50],"drawback":[53],"lag,":[55],"delay":[57],"between":[58],"output":[61],"data.":[65],"As":[66],"more":[67],"reduction":[69,135],"demanded":[71],"from":[72],"models":[74],"lag":[76,79,107,134],"increases.":[77],"hindrance":[82],"in":[83,132],"market":[85],"place":[86],"where":[87],"individuals":[88],"are":[89],"competing":[90],"for":[91],"timely":[92],"quality":[94],"information.":[95],"derives":[98],"an":[99],"which":[104],"increases":[109],"level":[111],"reduction.":[114,138],"proposed":[116],"was":[118],"compared":[119],"against":[120],"four":[121],"averages":[126],"shown":[128],"be":[130],"superior":[131],"both":[133]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}
