ON SMOOTHING TIME SERIES DATA USING A CLASSICAL MOVING AVERAGE FORMULA
Date
2002Author
Khogali, KA
Odhiambo, JW
Owino, JO
Type
ArticleLanguage
enMetadata
Show full item recordAbstract
In time series realizations, assuming that the trend component to be approximated
by a polynomial in time, smoothing filters based on a moving-average formula are
proposed which link the degree of this polynomial to the number of terms operating
on the moving-average formula. Their properties are examined. Illustrations via
data collected from three East Africa Regional meteorological stations are reported.
URI
http://interstat.statjournals.net/YEAR/2002/articles/0211003.pdfhttp://erepository.uonbi.ac.ke:8080/xmlui/handle/123456789/35329
Citation
ON SMOOTHING TIME SERIES DATA USING A CLASSICAL MOVING AVERAGE FORMULA Khogali A. Khogali , J. W Odhiambo and John. O. OwinoPublisher
Department of Mathematics, University of Nairobi