- PII
- S042473880000616-6-1
- DOI
- 10.7868/S0000616-6-1
- Publication type
- Article
- Status
- Published
- Authors
- Volume/ Edition
- Volume / Issue №3
- Pages
- 71-81
- Abstract
- A method of one-way weighted smoothing of time series based on the use of polygonal numbers is developed. The utility of applications of methods of additive numbertheory and finite difference calculus is shown. The method for calculating weight coefficients formoving averaging is based on a generalization of the solution of a single A. A. Markov problem. The proposed formulas find a natural mathematical justification in the form of establishingstrict limit ratios. A comparative analysis of the smoothing results obtained by various methods of one-way averaging is performed. The advantages of modified weighted averaging in comparison with other methods are proved.
- Keywords
- one-sided weighted smoothing, polygonal numbers, additive number theory, finite difference calculus, strict limit relations, modified weighted averaging
- Date of publication
- 01.07.2010
- Year of publication
- 2010
- Number of purchasers
- 2
- Views
- 873
RAS Social ScienceЭкономика и математические методы Economics and the Mathematical Methods
- ISSN (Print) 0424-7388
- ISSN (Online) 3034-6177
THE METHOD OF POLYGONAL NUMBERS IN THE TIME SERIES SMOOTHING PROCEDURE AND APPLICATIONS TO THE STUDY OF FINANCIAL MARKET INDICATORS
Indexing
Scopus
Crossref
Higher Attestation Commission
At the Ministry of Education and Science of the Russian Federation
Scientific Electronic Library