Smoothing time-series data by nonmetric polytone curves

Adi Raveh, Gur Mosheiov

Research output: Contribution to journalArticlepeer-review

Abstract

This paper suggests a simple nonmetric method for smoothing time series data. The smoothed series is the closest polytone curve to the presmoothed series in terms of least sum of absolute deviations. The method is exemplified on several seasonally adjusted series in order to estimate their trend component.

Original languageAmerican English
Pages (from-to)515-536
Number of pages22
JournalCommunications in Statistics Part B: Simulation and Computation
Volume17
Issue number2
DOIs
StatePublished - 1 Jan 1988

Bibliographical note

Funding Information:
This paper was written in part while the authors were at Baruch ~oll&e -- CUNY and Columbia University, respectively. Many thanks are due to E. Parzen and the referee for their fruitful comments. This work was supported, in part, by the Recanati Foundation.

Keywords

  • Monotone Curve
  • Polytone Curve
  • Seasonally-adjusted data
  • Trend component

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