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Robust approach to exponential smoothing
- 1.0410362 - UTIA-B 20000078 RIV CZ eng C - Conference Paper (international conference)
Koblas, M. - Michálek, Jiří
Robust approach to exponential smoothing.
Praha: VŠE, 2000. ISBN 80-245-0057-4. In: Proceedings of the 18th International Conference on Mathematical Methods in Economics 2000. - (Dlouhý, M.), s. 97-101
[Mathematical Methods in Economics 2000 /18./. Praha (CZ), 13.09.2000-15.09.2000]
Institutional research plan: AV0Z1075907
Subject RIV: BB - Applied Statistics, Operational Research
The contribution deals with a robust statistics approach to exponential smoothing of time series. The estimation of local means and trends in time series is based on the theory of M-estimates and S-estimates. A special emphasis is devoted to the question of variance level estimates.
Permanent Link: http://hdl.handle.net/11104/0130451
Number of the records: 1