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A synthesis of statistical and deterministic methods in problem of smoothing for time series |
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| Authors: | Yu. Ya. Agranovich N. V. Kontsevaya S. L. Podvalny V. L. Khatskevich |
| Affiliation: | 1. State Technical University, Voronezh, Russia 2. Financial University under the Government of the Russian Federation, Moscow, Russia 3. Voronezh Division, All-Russian State Distance-Learning Institute of Finance and Economics, Voronezh, Russia |
| Abstract: | In article the minimization problem of the residual for Euler-MacLaurin formula are solved. The solution is used for determination of parameters of a window of sliding summation in smoothing of time series. Results of numerical experiments are given. |
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