An extension of the Whittaker–Henderson method of graduation

An extension of the Whittaker–Henderson method of graduation
复制标题

惠特克-亨德森毕业法的延伸

DOI:
10.1080/03461238.2010.534257
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发表时间:
2012
影响因子:
1.8
通讯作者:
W. F. Scott
W. F. Scott
中科院分区:
经济学3区
文献类型:
--
作者:
A. S. Nocon;W. F. Scott

文献摘要

被引文献

相似文献

我们提出了一个大纲和历史总结的惠特克-亨德森方法的毕业(或数据平滑),连同扩展的方法,其中毕业的值是通过最小化惠特克-亨德森标准受到约束。给出的例子中,使用的数据为全球平均温度异常和一组股票价格,在该方法似乎给了很好的结果。
We present an outline and historical summary of the Whittaker–Henderson method of graduation (or data smoothing), together with an extension of the method in which the graduated values are obtained by minimising a Whittaker–Henderson criterion subject to constraints. Examples are given, using data for the global average temperature anomaly and for a set of share prices, in which the proposed method appears to give good results.