Generalized Moving averages, Distance Measures and OWA Operators

The concept of moving average is studied. We analyze several extensions by using generalized aggregation operators, obtaining the generalized moving average. The main advantage is that it provides a general framework that includes a wide range of specific cases including the geometric and the quadratic moving average. This analysis is extended by using the generalized ordered weighted averaging (GOWA) and the induced GOWA (IGOWA) operator. Thus, we get the generalized ordered weighted moving average (GOWMA) and the induced GOWMA (IGOWMA) operator. Some of their main properties are studied. We further extend this approach by using distance measures suggesting the concept of distance moving average and generalized distance moving average. We also consider the case with the OWA and the IOWA operator, obtaining the generalized ordered weighted moving averaging distance (GOWMAD) and the induced GOWMAD (IGOWMAD) operator. The paper ends with an application in multi-period decision making.

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