A Simple Risk-Adjusted Exponentially Weighted Moving Average
一种简单的风险调整指数加权移动平均
In such contexts as medical monitoring there is a need for a simple procedure to estimate the level of a smoothly changing dynamic process while adjusting for risk factors associated with heterogeneous nonnormal observations. Standard methods exist for when the data are normal, and simple methods have been developed for nonnormal data without covariates. The dynamic generalized linear model (DGLM) may be considered a standard for nonnormal data with covariates, but perhaps…