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method of smoothing

См. также в других словарях:

  • Smoothing spline — The smoothing spline is a method of smoothing, or fitting a smooth curve to a set of noisy observations.DefinitionLet (x i,Y i); i=1,dots,n be a sequence of observations, modeled by the relation E(Y i) = mu(x i). The smoothing spline estimate… …   Wikipedia

  • smoothing — Also called yield curve smoothing. The name for a set of alternative techniques for creating continuous yield curves by connecting the dots between observed. If, for example, we have observed rates for 1, 2, 3, 5 and 10 year maturities, smoothing …   Financial and business terms

  • Exponential smoothing — is a technique that can be applied to time series data, either to produce smoothed data for presentation, or to make forecasts. The time series data themselves are a sequence of observations. The observed phenomenon may be an essentially random… …   Wikipedia

  • Numerical smoothing and differentiation — An experimental datum value can be conceptually described as the sum of a signal and some noise, but in practice the two contributions cannot be separated. The purpose of smoothing is to increase the Signal to noise ratio without greatly… …   Wikipedia

  • maximum forward rate smoothing — An alternative yield curve smoothing technique. The most accurate yield curve smoothing method for forward rates. The yield curve with the smoothest possible forward rate function, consistent with observable data, is closely related to but… …   Financial and business terms

  • Savitzky–Golay smoothing filter — The Savitzky–Golay smoothing filter is a type of filter first described in 1964 by Abraham Savitzky and Marcel J. E. Golay. [A. Savitzky and Marcel J.E. Golay (1964). Smoothing and Differentiation of Data by Simplified Least Squares Procedures .… …   Wikipedia

  • Multigrid method — Multigrid (MG) methods in numerical analysis are a group of algorithms for solving differential equations using a hierarchy of discretizations. They are an example of a class of techniques called multiresolution methods, very useful in (but not… …   Wikipedia

  • Reassignment method — The method of reassignment is a technique forsharpening a time frequency representation by mappingthe data to time frequency coordinates that are nearer tothe true region of support of theanalyzed signal. The method has been… …   Wikipedia

  • exponential smoothing —  Market forecasting method weighting past results …   American business jargon

  • Convolution — For the usage in formal language theory, see Convolution (computer science). Convolution of two square pulses: the resulting waveform is a triangular pulse. One of the functions (in this case g) is first reflected about τ = 0 and then offset by t …   Wikipedia

  • Wood flooring — is a type of flooring made from the timber of hardwoods, or of spruce or hard pine. There are two basic manufactured types of hardwood. Wood flooring comes unfinished, and once installed is sanded, then finished on site. More modernly, the… …   Wikipedia

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