ON SMOOTHING TIME SERIES DATA USING A CLASSICAL MOVING AVERAGE FORMULA
by Khogali A. Khogali, and John. W. Odhiambo.
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.
Trend, Linear time invariant moving average filter,Differencing
and unbiased estimater
Khogali A. Khogali, firstname.lastname@example.org
John. W. Odhiambo, email@example.com
Hatemi J. Abdulnasser, Abdulnasser.Hatemi-J@ish.his.se
READING THE ARTICLE: You can read the article in
portable document (.pdf) format (135085 bytes.)
NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.
This page has been accessed 2770 times since July 24, 2006.
Return to the Home Page.