An optimized smoothing technique motivated by a technical question

DOI10.1007/S00591-012-0098-1MaRDI QIDQ453438zbMATH OpenOpenAlexFDO

Authors Frank Klinker, Günter Skoruppa

Publication date 27 September 2012

Published in Mathematische Semesterberichte (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.03650

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: Ausgehend von einer konkreten technischen Fragestellung diskutieren wir in dieser Notiz die Anwendung verschiedener Gl"attungsverfahren auf Datens"atze mit vorgegebener Struktur. Wir stellen die Verfahren im Detail vor und besprechen die Vorund Nachteile. Insbesondere stellen wir hier die symmetrisierte exponentielle Gl"attung vor, die ein sehr gutes Gl"attungsverhalten mit einem hohen Mass~an Symmetrieerhaltung kombiniert. (Based on a specific technical question, we discuss the application of various smoothing methods to data sets with a particular structure. We present the methods in detail and discuss their advantages and disadvantages. In particular, we present the symmetrized exponential smoothing that combines very good smoothing behavior with a high degree of symmetry-conservation)

Cites work

• Exponential moving average versus moving exponential average
• Introduction to time series.
• Principles of Fourier analysis
• The Gibbs- Wilbraham phenomenon: An episode in Fourier analysis

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