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THE METHOD OF POLYGONAL NUMBERS IN THE TIME SERIES SMOOTHING PROCEDURE AND APPLICATIONS TO THE STUDY OF FINANCIAL MARKET INDICATORS

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PII
S042473880000616-6-1
DOI
10.31857/S0000616-6-1
Publication type
Article
Status
Published
Authors
Natalya Koncevaya
Vladimir Khatskevich
Yuri Agranovich
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
Number of purchasers
2
Views
847

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