Glossary entry

English term or phrase:

exponentially weighted moving average (EWMA)

French translation:

moyenne mobile à pondération exponentielle

Added to glossary by FX Fraipont (X)
May 14, 2014 15:52
10 yrs ago
1 viewer *
English term

exponentially weighted moving average (EWMA)

English to French Tech/Engineering Mathematics & Statistics General
Définition: Statistical method used to calculate the averange of normals with an importance of the result inversely, exponentially proportional to its age.

J'ai trouvé "moyenne mobile pondérée exponentiellement". Est-ce correct?
Proposed translations (French)
4 +3 moyenne mobile à pondération exponentielle
Change log

May 19, 2014 15:28: FX Fraipont (X) Created KOG entry

Proposed translations

+3
9 mins
Selected

moyenne mobile à pondération exponentielle

"Gestion des risques et institutions financières
http://books.google.be/books?isbn=2744074276 - Translate this page
John Hull, ‎Christophe Godlewski, ‎Maxime Merli - 2010
Le modèle de moyenne mobile à pondération exponentielle (EWMa) est un cas particulier du modèle de l'équation (9.5), dans lequel les pondérations ai ..."
Peer comment(s):

agree Anca Florescu-Mitchell : Ou juste moyenne mobile exponentielle.
22 mins
merci!
agree Daryo
49 mins
merci!
agree rkillings
9 hrs
merci!
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4 KudoZ points awarded for this answer. Comment: "Merci beaucoup!"
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