Calibrated EWMA estimators for time-scaled surveys with diverse applications

Recently, several memory-type mean estimators (including ratio, product, and logarithmic) have been developed. These estimators rely on exponentially weighted moving average (EWMA), which incorporate both historical and present sample data. In this article, we propose EWMA type calibrated estimators under single and double stratified random sampling (StRS). Because calibration method enhances the estimates by modifying the stratification weight, taking advantage of supplementary information. To evaluate the performance of estimators, various real-world time-scaled data sets pertaining to stock market and weather are taken into account. Additionally, we also conduct a simulation study using a bivariate symmetric data set. The numerical results show the superiority of proposed estimators (y¯TM,y¯TaM) over the adapted ones (y¯PM,y¯PaM).