The smoothness criterion as a trend diagnostic. (12th February 2006)

• Record Type: Journal Article
• Authors: Fogarty, P.; Weber, N. C.
• Is Part Of: Journal of applied mathematics & decision sciences. Volume 2006(2006)
• Publication Date: 2006-02-12
• Subjects: Operations research -- Periodicals; Mathematical models -- Periodicals; Statistics -- Periodicals; Quality control -- Periodicals; Mathematical models; Operations research; Quality control; Statistics; Periodicals; 519.05
• DOI: 10.1155/JAMDS/2006/34784
• Languages: English
• ISSNs: 1173-9126

Abstract

Abstract : The smoothness criterion is used in the design of symmetric moving average trend filters in time series and in graduation in actuarial studies. This measure of smoothness is used to motivate a diagnostic for determining the order of local polynomial trend.