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

被引:0
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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
关键词
Time Series; Remote Control; Initial Series; Deterministic Method; Interval Center;
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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.
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页码:971 / 976
页数:5
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