Linear decaying weights for time series smoothing: an analysis

DOI10.1142/S0218488514500020MaRDI QIDQ3194992zbMATH OpenFDO

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)

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)

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Cites work

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

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
• scientific article; zbMATH DE number 5211504 (Why is no real title available?)

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