加权移动平均线

加权移动平均线
几何画板及绘图内容加载中,请稍等……
2019-03-13 05:59
这个范例演示了加权移动平均线(Exponentially-Weighted Moving Average, EMA)的概念。EMA 是一种统计学中的技术指标,用于平滑时间序列数据。它通过赋予较近的数据点更大的权重来反映数据的最新变化。本例中,通过使用 GeoGebra 的序列命令和随机正态分布生成数据点,展示了 EMA 的计算过程。适合统计学和时间序列分析的学习者。

GeoGebra 命令及参数

  1. Sequence(i, i, 1, 100) → indx
  2. RandomNormal(10, zsigma) → B1
  3. RandomNormal(10, zsigma) → B2
  4. RandomNormal(10, zsigma) → B3
  5. RandomNormal(10, zsigma) → B4
  6. RandomNormal(10, zsigma) → B5
  7. RandomNormal(10, zsigma) → B6
  8. RandomNormal(10, zsigma) → B7
  9. RandomNormal(10, zsigma) → B8
  10. RandomNormal(10, zsigma) → B9
  11. RandomNormal(10, zsigma) → B10
  12. RandomNormal(10, zsigma) → B11
  13. RandomNormal(10, zsigma) → B12
  14. RandomNormal(10, zsigma) → B13
  15. RandomNormal(10, zsigma) → B14
  16. RandomNormal(10, zsigma) → B15
  17. RandomNormal(10, zsigma) → B16
  18. RandomNormal(10, zsigma) → B17
  19. RandomNormal(10, zsigma) → B18
  20. RandomNormal(10, zsigma) → B19
  21. RandomNormal(30, zsigma) → B20
  22. RandomNormal(30, zsigma) → B21
  23. RandomNormal(30, zsigma) → B22
  24. RandomNormal(30, zsigma) → B23
  25. RandomNormal(30, zsigma) → B24
  26. RandomNormal(30, zsigma) → B25
  27. RandomNormal(30, zsigma) → B26
  28. RandomNormal(30, zsigma) → B27
  29. RandomNormal(30, zsigma) → B28
  30. RandomNormal(30, zsigma) → B29
  31. RandomNormal(30, zsigma) → B30
  32. RandomNormal(30, zsigma) → B31
  33. RandomNormal(30, zsigma) → B32
  34. RandomNormal(30, zsigma) → B33
  35. RandomNormal(30, zsigma) → B34
  36. RandomNormal(30, zsigma) → B35
  37. RandomNormal(30, zsigma) → B36
  38. RandomNormal(30, zsigma) → B37
  39. RandomNormal(30, zsigma) → B38
  40. RandomNormal(30, zsigma) → B39
  41. RandomNormal(30, zsigma) → B40
  42. RandomNormal(30, zsigma) → B41
  43. RandomNormal(30, zsigma) → B42
  44. RandomNormal(30, zsigma) → B43
  45. RandomNormal(30, zsigma) → B44
  46. RandomNormal(30, zsigma) → B45
  47. RandomNormal(30, zsigma) → B46
  48. RandomNormal(30, zsigma) → B47
  49. RandomNormal(30, zsigma) → B48
  50. RandomNormal(30, zsigma) → B49
  51. RandomNormal(30, zsigma) → B50
  52. RandomNormal(10, zsigma) → B51
  53. RandomNormal(10, zsigma) → B52
  54. RandomNormal(10, zsigma) → B53
  55. RandomNormal(10, zsigma) → B54
  56. RandomNormal(10, zsigma) → B55
  57. RandomNormal(10, zsigma) → B56
  58. RandomNormal(10, zsigma) → B57
  59. RandomNormal(10, zsigma) → B58
  60. RandomNormal(10, zsigma) → B59
  61. RandomNormal(10, zsigma) → B60
  62. RandomNormal(10, zsigma) → B61
  63. RandomNormal(10, zsigma) → B62
  64. RandomNormal(10, zsigma) → B63
  65. RandomNormal(10, zsigma) → B64
  66. RandomNormal(10, zsigma) → B65
  67. RandomNormal(10, zsigma) → B66
  68. RandomNormal(10, zsigma) → B67
  69. RandomNormal(10, zsigma) → B68
  70. RandomNormal(10, zsigma) → B69
  71. RandomNormal(10, zsigma) → B70
  72. RandomNormal(10, zsigma) → B71
  73. RandomNormal(10, zsigma) → B72
  74. RandomNormal(10, zsigma) → B73
  75. RandomNormal(10, zsigma) → B74
  76. RandomNormal(10, zsigma) → B75
  77. RandomNormal(10, zsigma) → B76
  78. RandomNormal(10, zsigma) → B77
  79. RandomNormal(10, zsigma) → B78
  80. RandomNormal(10, zsigma) → B79
  81. RandomNormal(10, zsigma) → B80
  82. RandomNormal(10, zsigma) → B81
  83. RandomNormal(10, zsigma) → B82
  84. RandomNormal(10, zsigma) → B83
  85. RandomNormal(10, zsigma) → B84
  86. RandomNormal(10, zsigma) → B85
  87. RandomNormal(10, zsigma) → B86
  88. RandomNormal(10, zsigma) → B87
  89. RandomNormal(10, zsigma) → B88
  90. RandomNormal(10, zsigma) → B89
  91. RandomNormal(10, zsigma) → B90
  92. RandomNormal(10, zsigma) → B91
  93. RandomNormal(10, zsigma) → B92
  94. RandomNormal(10, zsigma) → B93
  95. RandomNormal(10, zsigma) → B94
  96. RandomNormal(10, zsigma) → B95
  97. RandomNormal(10, zsigma) → B96
  98. RandomNormal(10, zsigma) → B97
  99. RandomNormal(10, zsigma) → B98
  100. RandomNormal(10, zsigma) → B99
  101. RandomNormal(10, zsigma) → B100
  102. Sequence(Segment[(indx(i - 1), raw2(i - 1)), (indx(i), raw2(i))], i, 2, 100) → l1
  103. Sequence(Segment[(indx(i - 1), EWMA3(i - 1)), (indx(i), EWMA3(i))], i, 2, 100) → l2
  104. Segment((0, 10 - (2 * EWMAsig)), (100, 10 - (2 * EWMAsig))) → g
  105. Segment((0, 10 + (2 * EWMAsig)), (100, 10 + (2 * EWMAsig))) → f
  106. Segment((0, 10 + (2 * zsigma)), (100, 10 + (2 * zsigma))) → h
  107. Segment((0, 10 - (2 * zsigma)), (100, 10 - (2 * zsigma))) → i

AI 绘图提示语参考

绘制一个指数加权移动平均(EMA)图,使用10个随机正态分布数据点生成三条曲线,每条曲线代表不同的随机数据集。然后使用这些数据点计算并绘制EMA,展示最近数据点的权重更大。最后,使用30个随机正态分布数据点生成一条EMA曲线,展示长时间序列的变化。
以上提示语为根据原始绘图命令整理而来,仅供参考。