A novel weight determination method for time series data aggregation

DOI10.1016/J.PHYSA.2017.04.028MaRDI QIDQ2147634zbMATH OpenOpenAlexWikidataFDO

Authors Paiheng Xu, Rong Zhang, Yong Deng

Publication date 20 June 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2017.04.028

zbMATH Keywords

aggregationtime series smoothingIOWA operatorVGA operatorvisibility theory

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

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Cites work

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Cited in

(3)

• A novel visibility graph transformation of time series into weighted networks
• A piecewise aggregate approximation method based on a cloud model for time series
• Linear decaying weights for time series smoothing: an analysis

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• FSL

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