ON SMOOTHING TIME SERIES DATA USING A CLASSICAL MOVING AVERAGE FORMULA
by Khogali A. Khogali, and John. W. Odhiambo.
Abstract:
Considering the Least Squared Method or the weighted moving average filter
for smoothing a polynomial trend of the decomposed classical model of time
series realization, this article attempts to provides an alternative filters
that link the degree of the poynomial to the number of terms operating in
the moving average formula. Their Statistical properties were examined.
Illusterations using regional meteorological data from three East African
countries were reported.
Key Words:
Trend, Linear time invariant moving average filter,Differencing
and unbiased estimater
Authors:
Khogali A. Khogali, khogh@hotmail.com
John. W. Odhiambo, mathuon@iconnect.ke
Editor:
Hatemi J. Abdulnasser, Abdulnasser.Hatemi-J@ish.his.se
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