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Title:
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Проблема коригування останніх рівнів часового ряду. |
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Author:
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Васєчко, О.О.; Гран-Реомм, М.
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Abstract:
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Проблема коригування останніх рівнів часового ряду. / О.О. Васєчко, М. Гран-Реомм // Щоквартальний науково-інформаційний журнал "Статистика України".-2015.-№2(69)-С.4-10 |
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Description:
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Methods based on the moving averages are largely used for times series filters construction . Yet, the times series endpoints are too sensitive to the type of the method used. A preferable method is supposed to be chosen by a statistician according to his/her experience and competency The article aims to study the issue of choice of a method of time series decomposition by comparing the existing approaches The issue of endpoints
adjusting by use of Henderson smoother is discussed, and a new smoothing based on Epanechnikov kernel is presented. |
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URI:
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http://194.44.12.92:8080/jspui/handle/123456789/1777
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Date:
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2015-06 |