Taking some form of moving averages yields a smoothing of time series which is delayed. However, taking moving averages in the reverse time direction gives a smoothing which is in advance. The two resulting smoothed time series are pointwise averaged getting as result a smoothed version with "no delay".
Time series smoothing by time reversal
Reina, Cesare
2014-01-01
Abstract
Taking some form of moving averages yields a smoothing of time series which is delayed. However, taking moving averages in the reverse time direction gives a smoothing which is in advance. The two resulting smoothed time series are pointwise averaged getting as result a smoothed version with "no delay".File in questo prodotto:
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