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Title: Heavy moving averages and their application in econometric forecasting
Author: León-Castro, Ernesto
Avilés-Ochoa, Ezequiel
Merigó Lindahl, José M.
Gil Lafuente, Anna Maria
Keywords: Models economètrics
Teoria d'operadors
Mètodes de simulació
Econometric models
Operator theory
Simulation methods
Issue Date: Jan-2018
Publisher: Taylor & Francis Group
Abstract: This paper presents the heavy ordered weighted moving average (HOWMA) operator. It is an aggregation operator that uses the main characteristics of two well-known techniques: the heavy ordered weighted averaging (OWA) and the moving averages. Therefore, this operator provides a parameterized family of aggregation operators from the minimum to the total operator and includes the OWA operator as a special case. It uses a heavy weighting vector in the moving average formulation and it represents the information available and the knowledge of the decision maker about the future scenarios of the phenomenon, according to his attitudinal character. Some of the main properties of this operator are studied, including a wide range of families of HOWMA operators such as the heavy moving average and heavy weighted moving average operators. The HOWMA operator is also extended using generalized and quasi-arithmetic means. An example concerning the foreign exchange rate between US dollars and Mexican pesos is also presented.
Note: Versió postprint del document publicat a:
It is part of: Cybernetics and Systems, 2018, vol. 49, num. 1, p. 26-43
Related resource:
ISSN: 0196-9722
Appears in Collections:Articles publicats en revistes (Empresa)

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