From: Weekly ILI patient ratio change prediction using news articles with support vector machine
Technical Indicator | Meaning |
---|---|
\( {MA}_p\left({X}_t\right)=\frac{1}{p}\left({x}_t\right)+\frac{p-1}{p}{MA}_p\left({X}_{t-1}\right) \) | p-moving average (exponential smoothing) |
\( {BIAS}_p\left({X}_t\right)=\frac{x_t-{MA}_p\left({X}_t\right)}{MA_p\left({X}_t\right)} \) | Change rate of xt relative to MAp(Xt) |
\( {ROC}_p\left({X}_t\right)=\frac{x_t-{x}_{t-p}}{x_t} \) | Relative rate of change for xt between p consecutive time points |
\( {K}_t^p=\frac{x_t-{\mathit{\operatorname{Min}}}_{i=t-p-1}^t\left({x}_i\right)}{{\mathit{\operatorname{Max}}}_{i=t-p-1}^t\left({x}_i\right)-{\mathit{\operatorname{Min}}}_{i=t-p-t}^t\left({x}_i\right)} \) | Standardization of xt |
\( {D}_t^p={MA}_3\left({K}_t^p\right) \) | 3-Moving Average of \( {K}_t^p \) |
\( {RSI}_t^p=100-\frac{100}{1+\frac{\sum_{i=t-p-1}^t\left\{\begin{array}{c} if\ {x}_i-{x}_{i-1}>0,\mid {x}_i-{x}_{i-1}\mid \\ {} if\ {x}_i-{x}_{i-1}<0,0\end{array}\right.}{\sum_{i=t-p-1}^t\left\{\begin{array}{c} if\ {x}_i-{x}_{i-1}<0,\mid {x}_i-{x}_{i-1}\mid \\ {} if\ {x}_i-{x}_{i-1}>0,0\end{array}\right.}} \) | Relative strength index |