{"id":"https://openalex.org/W2588859233","doi":"https://doi.org/10.1109/nafips.2016.7851579","title":"Heavy Moving Averages in exchange rate forecasting","display_name":"Heavy Moving Averages in exchange rate forecasting","publication_year":2016,"publication_date":"2016-10-01","ids":{"openalex":"https://openalex.org/W2588859233","doi":"https://doi.org/10.1109/nafips.2016.7851579","mag":"2588859233"},"language":"en","primary_location":{"id":"doi:10.1109/nafips.2016.7851579","is_oa":false,"landing_page_url":"https://doi.org/10.1109/nafips.2016.7851579","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 Annual Conference of the North American Fuzzy Information Processing Society (NAFIPS)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5011521241","display_name":"Ernesto Le\u00f3n\u2010Castro","orcid":"https://orcid.org/0000-0002-0087-2226"},"institutions":[{"id":"https://openalex.org/I4210095594","display_name":"Universidad de Occidente","ror":"https://ror.org/009m7cp22","country_code":"MX","type":"education","lineage":["https://openalex.org/I4210095594"]}],"countries":["MX"],"is_corresponding":true,"raw_author_name":"Ernesto Leon Castro","raw_affiliation_strings":["Universidad de Occidente, Culiacn, M\u00e9xico"],"affiliations":[{"raw_affiliation_string":"Universidad de Occidente, Culiacn, M\u00e9xico","institution_ids":["https://openalex.org/I4210095594"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061234573","display_name":"Ezequiel Avil\u00e9s\u2010Ochoa","orcid":"https://orcid.org/0000-0002-1289-9231"},"institutions":[{"id":"https://openalex.org/I4210095594","display_name":"Universidad de Occidente","ror":"https://ror.org/009m7cp22","country_code":"MX","type":"education","lineage":["https://openalex.org/I4210095594"]}],"countries":["MX"],"is_corresponding":false,"raw_author_name":"Ezequiel Aviles Ochoa","raw_affiliation_strings":["Universidad de Occidente, Culiacn, M\u00e9xico"],"affiliations":[{"raw_affiliation_string":"Universidad de Occidente, Culiacn, M\u00e9xico","institution_ids":["https://openalex.org/I4210095594"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5076412373","display_name":"Jos\u00e9 M. Merig\u00f3","orcid":"https://orcid.org/0000-0002-4672-6961"},"institutions":[{"id":"https://openalex.org/I69737025","display_name":"University of Chile","ror":"https://ror.org/047gc3g35","country_code":"CL","type":"education","lineage":["https://openalex.org/I69737025"]}],"countries":["CL"],"is_corresponding":false,"raw_author_name":"Jose Maria Merigo Lindahl","raw_affiliation_strings":["Universidad de Chile, Santiago de Chile, CL"],"affiliations":[{"raw_affiliation_string":"Universidad de Chile, Santiago de Chile, CL","institution_ids":["https://openalex.org/I69737025"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5113470222","display_name":"Anna Mar\u00eda Gil Lafuente","orcid":null},"institutions":[{"id":"https://openalex.org/I71999127","display_name":"Universitat de Barcelona","ror":"https://ror.org/021018s57","country_code":"ES","type":"education","lineage":["https://openalex.org/I71999127"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Anna Maria Gil Lafuente","raw_affiliation_strings":["Universidad de Barcelona, Barcelona, Espana"],"affiliations":[{"raw_affiliation_string":"Universidad de Barcelona, Barcelona, Espana","institution_ids":["https://openalex.org/I71999127"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5011521241"],"corresponding_institution_ids":["https://openalex.org/I4210095594"],"apc_list":null,"apc_paid":null,"fwci":0.3548,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.71179625,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"34","issue":null,"first_page":"1","last_page":"4"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9878000020980835,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9878000020980835,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10050","display_name":"Multi-Criteria Decision Making","score":0.9726999998092651,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.9666000008583069,"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/operator","display_name":"Operator (biology)","score":0.7588675022125244},{"id":"https://openalex.org/keywords/moving-average","display_name":"Moving average","score":0.7317906618118286},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.613558828830719},{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.596545398235321},{"id":"https://openalex.org/keywords/smoothing","display_name":"Smoothing","score":0.5850796103477478},{"id":"https://openalex.org/keywords/range","display_name":"Range (aeronautics)","score":0.5432819128036499},{"id":"https://openalex.org/keywords/exponential-smoothing","display_name":"Exponential smoothing","score":0.4889165461063385},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.47001010179519653},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.43784064054489136},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3632151186466217},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.22777026891708374},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.1251642405986786},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.09098955988883972},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.07184362411499023}],"concepts":[{"id":"https://openalex.org/C17020691","wikidata":"https://www.wikidata.org/wiki/Q139677","display_name":"Operator (biology)","level":5,"score":0.7588675022125244},{"id":"https://openalex.org/C175706884","wikidata":"https://www.wikidata.org/wiki/Q1130194","display_name":"Moving average","level":2,"score":0.7317906618118286},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.613558828830719},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.596545398235321},{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.5850796103477478},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.5432819128036499},{"id":"https://openalex.org/C133710760","wikidata":"https://www.wikidata.org/wiki/Q775837","display_name":"Exponential smoothing","level":2,"score":0.4889165461063385},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.47001010179519653},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.43784064054489136},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3632151186466217},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.22777026891708374},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.1251642405986786},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.09098955988883972},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07184362411499023},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C86339819","wikidata":"https://www.wikidata.org/wiki/Q407384","display_name":"Transcription factor","level":3,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C158448853","wikidata":"https://www.wikidata.org/wiki/Q425218","display_name":"Repressor","level":4,"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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/nafips.2016.7851579","is_oa":false,"landing_page_url":"https://doi.org/10.1109/nafips.2016.7851579","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 Annual Conference of the North American Fuzzy Information Processing Society (NAFIPS)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W49580884","https://openalex.org/W374866443","https://openalex.org/W1534296850","https://openalex.org/W1572930125","https://openalex.org/W1616765759","https://openalex.org/W1969461838","https://openalex.org/W1997911001","https://openalex.org/W1998762983","https://openalex.org/W2001452963","https://openalex.org/W2011962431","https://openalex.org/W2017977229","https://openalex.org/W2032430307","https://openalex.org/W2033249289","https://openalex.org/W2039572875","https://openalex.org/W2060907774","https://openalex.org/W2065880721","https://openalex.org/W2073786842","https://openalex.org/W2117938783","https://openalex.org/W2130104797","https://openalex.org/W2132507817","https://openalex.org/W2139056740","https://openalex.org/W2144562123","https://openalex.org/W2153873215","https://openalex.org/W2161888784","https://openalex.org/W2168787899","https://openalex.org/W2329666130","https://openalex.org/W2482048267","https://openalex.org/W3122362347","https://openalex.org/W4232799716","https://openalex.org/W4240769157","https://openalex.org/W4246560176","https://openalex.org/W4255021149","https://openalex.org/W4300937933","https://openalex.org/W6632090259","https://openalex.org/W6682763759"],"related_works":["https://openalex.org/W2093101924","https://openalex.org/W2407609464","https://openalex.org/W2134809837","https://openalex.org/W4318938704","https://openalex.org/W4250171642","https://openalex.org/W3119788896","https://openalex.org/W2745480945","https://openalex.org/W1025381345","https://openalex.org/W2023729971","https://openalex.org/W3031436228"],"abstract_inverted_index":{"The":[0,68],"paper":[1],"presents":[2],"the":[3,19,22,32,44,47,60,77,85],"Heavy":[4],"Ordered":[5],"Weighted":[6],"Moving":[7],"Average":[8],"(HOWMA)":[9],"operator.":[10,87],"It":[11,50],"is":[12],"a":[13,52,72],"new":[14,73],"aggregation":[15,63],"operator":[16],"that":[17],"takes":[18],"advantage":[20],"of":[21,46,55],"moving":[23,62,66],"average":[24],"to":[25,35,75],"solve":[26],"time":[27],"series":[28],"smoothing":[29],"problems":[30],"and":[31,40,64,84],"heavy":[33],"OWA":[34],"provide":[36],"more":[37],"robust":[38],"formulation":[39],"take":[41],"into":[42],"account":[43],"expectations":[45],"future":[48],"scenarios.":[49],"includes":[51,71],"wide":[53],"range":[54],"particular":[56],"cases":[57],"such":[58],"as":[59],"olympic":[61],"centered":[65],"aggregation.":[67],"study":[69],"also":[70],"application":[74],"forecast":[76],"exchange":[78],"rate":[79],"USD/MXN":[80],"combining":[81],"econometric":[82],"models":[83],"HOWMA":[86]},"counts_by_year":[{"year":2017,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}