A synthesis of statistical and deterministic methods in problem of smoothing for time series

被引：0

作者：

Yu. Ya. Agranovich

N. V. Kontsevaya

S. L. Podvalny

V. L. Khatskevich

机构：

[1] State Technical University,Voronezh Division

[2] Financial University under the Government of the Russian Federation,undefined

[3] All-Russian State Distance-Learning Institute of Finance and Economics,undefined

来源：

Automation and Remote Control | 2014年 / 75卷

关键词：

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

D O I：

暂无

中图分类号：

学科分类号：

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：5

共 7 条

[1] Agranovich YuYa(2010)Method of Polygonal Numbers in the Procedure of Smoothing the Time Series and Its Application to the Research of Financial Markets Parameters Ekonom. Mat. Metody 46 71-81
[2] Kontsevaya NV(2010)The Smoothing of Financial Markets Indices Time Series with Polygonal Numbers Method Prikl. Ekonometrika 19 3-8
[3] Khatskevich VL(2010)Alternatives to the Euler-Maclaurin Formula for Calculating Infinite Sums Mat. Zametki 88 543-548
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[5] Kontsevaya NV(undefined)undefined undefined undefined undefined-undefined
[6] Khatskevich VL(undefined)undefined undefined undefined undefined-undefined
[7] Matiyasevich YuV(undefined)undefined undefined undefined undefined-undefined

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