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In statistics, a moving average (rolling average or running average or moving mean [1] or rolling mean) is a calculation to analyze data points by creating a series of averages of different selections of the full data set. Variations include: simple, cumulative, or weighted forms. Mathematically, a moving average is a type of convolution.
The idea of the kernel average smoother is the following. For each data point X 0 , choose a constant distance size λ (kernel radius, or window width for p = 1 dimension), and compute a weighted average for all data points that are closer than λ {\displaystyle \lambda } to X 0 (the closer to X 0 points get higher weights).
Momentum is the change in an N-day simple moving average (SMA) between yesterday and today, with a scale factor N+1, i.e. + = This is the slope or steepness of the SMA line, like a derivative. This relationship is not much discussed generally, but it's of interest in understanding the signals from the indicator.
Before this, a hull breach in any part of a vessel could flood its entire length. Transverse bulkheads, while expensive, increase the likelihood of ship survival in the event of hull damage, by limiting flooding to the breached compartments they separate from undamaged ones.
For a displacement vessel, that is the usual type of ship, three main types of resistance are considered: that due to wave-making, that due to the pressure of the moving water on the form, often not calculated or measured separately, and that due to friction of moving water on the wetted surface of the hull. These can be split up into more ...
John Hull and Alan White, "One factor interest rate models and the valuation of interest rate derivative securities," Journal of Financial and Quantitative Analysis, Vol 28, No 2, (June 1993) pp. 235–254. John Hull and Alan White, "Pricing interest-rate derivative securities", The Review of Financial Studies, Vol 3, No. 4 (1990) pp. 573–592.
The total amount of water to be displaced by a moving hull, and thus causing wave making drag, is the cross sectional area of the hull times distance the hull travels, and will not remain the same when prismatic coefficient is increased for the same lwl and same displacement and same speed.
The idea is do a regular exponential moving average (EMA) calculation but on a de-lagged data instead of doing it on the regular data. Data is de-lagged by removing the data from "lag" days ago thus removing (or attempting to) the cumulative effect of the moving average.