Definition:Weighted Sum
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Definition
Let $S = \sequence {x_1, x_2, \ldots, x_n}$ be a sequence of real numbers.
Let $\map W x$ be a weight function to be applied to the terms of $S$.
The weighted sum of $S$ is defined as:
- $\bar x := \ds \sum_{i \mathop = 1}^n \map W {x_i} x_i$
This means that elements of $S$ with a larger weight contribute more to the weighted sum than those with a smaller weight.
Also see
Sources
- 1994: George E.P. Box, Gwilym M. Jenkins and Gregory C. Reinsel: Time Series Analysis: Forecasting and Control (3rd ed.) ... (previous) ... (next):
- $1$: Introduction:
- $1.2$ Stochastic and Deterministic Dynamic Mathematical Models
- $1.2.1$ Stationary and Nonstationary Stochastic Models for Forecasting and Control: Linear filter model
- $1.2$ Stochastic and Deterministic Dynamic Mathematical Models
- $1$: Introduction: