A Synthesis of Statistical and Deterministic Methods in Problem of Smoothing for Time Series

被引：0

作者：

Agranovich, Yu. Ya. ^{[1
]}

Kontsevaya, N. V. ^{[2
]}

Podvalny, S. L. ^{[1
]}

Khatskevich, V. L. ^{[3
]}

机构：

[1] State Tech Univ, Voronezh, Russia

[2] Govt Russian Federat, Financial Univ, Moscow, Russia

[3] All Russian State Distance Learning Inst Finance, Voronezh Div, Voronezh, Russia

来源：

AUTOMATION AND REMOTE CONTROL | 2014年 / 75卷 / 05期

基金：

俄罗斯基础研究基金会;

关键词：

Time Series; Remote Control; Initial Series; Deterministic Method; Interval Center;

D O I：

10.1134/S0005117914050154

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In article the minimization problem of the residual for Euler-MacLaurin formula are solved. The solution is used for determination of parameters of a window of sliding summation in smoothing of time series. Results of numerical experiments are given.

引用

页码：971 / 976

页数：6