Trend smoothness achieved by penalized least squares with the smoothing parameter chosen by optimality criteria (Q2974951)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trend smoothness achieved by penalized least squares with the smoothing parameter chosen by optimality criteria |
scientific article |
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Trend smoothness achieved by penalized least squares with the smoothing parameter chosen by optimality criteria (English)
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11 April 2017
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Hodrick-Prescott filter
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penalized least squares
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percentage of smoothness
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smoothing parameter
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time series decomposition
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trend estimation
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