'Smoothed values' presentation slideshows

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Forecasting based on creeping trend with harmonic weights

Forecasting based on creeping trend with harmonic weights. Creeping trend can be used if variable changes irregularly in time. We use OLS to estimate parameters of partial trends. Step I. Determine the smoothing constant 1< k <n. T he most often used k=3 .

358 views • 28 slides

STATISTICAL ORBIT DETERMINATION Smoothing Monte Carlo Simulation

STATISTICAL ORBIT DETERMINATION Smoothing Monte Carlo Simulation. ASEN 5070 LECTURE 33 11/18/09. Smoothing. Smoothing. After some after some algebra algebra. After some algebra it can be shown that. Smoothing. Finally. Smoothing. The equation for the smoothed covariance is given by.

368 views • 27 slides