Linear decaying weights for time series smoothing: an analysis

DOI10.1142/S0218488514500020zbMATH Open1322.62208MaRDI QIDQ3194992FDOQ3194992

Authors: Rosangela Ballini, Ronald R. Yager 

Publication date: 21 October 2015

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

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zbMATH Keywords

data miningtime seriesaggregation operatorssmoothing techniques

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

• Estimating the dimension of a model
• On ordered weighted averaging aggregation operators in multicriteria decisionmaking
• Forecasting time series with multiple seasonal patterns
• RECURSIVE AND ITERATIVE OWA OPERATORS
• The uncertain generalized OWA operator and its application to financial decision making
• Testing for remaining autocorrelation of the residuals in the framework of fuzzy rule-based time series modelling

Cited In (6)

• Weighted moving averaging revisited: an algebraic approach
• The best way to reconcile your past is exponentially
• A novel weight determination method for time series data aggregation
• Age sequence recursive models for long time evaluation problems
• Exponential smoothing with credibility weighted observations
• Title not available (Why is that?)

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