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- W194804122 abstract "We study the fitting and smoothing properties of several non parametric smoothers restricted to be all of the same length for the trend-cycle (signal) estimation of time series. The fitting property is evaluated in terms of the mean square error (MSE), and that of smoothing in terms of the sum of squares of the third differences of the predicted values. These properties are studied for each symmetric (applied to central observations) and asymmetric (for the most recent data point) smoother. The analysis is done on the basis of the results obtained on a large sample of simulated and real-life time series (adjusted for seasonality) characterized by different degrees of signal-noise ratio." @default.
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- W194804122 date "2003-01-01" @default.
- W194804122 modified "2023-09-27" @default.
- W194804122 title "Fitting and Smoothing Properties of Length Constrained Smoothers Applied to Time Series" @default.
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- W194804122 doi "https://doi.org/10.1007/978-3-642-18991-3_2" @default.
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