Modification of smoothing in 4253H[T]
Some modified non-linear smoothers particularly 4253H[T] are explained in this paper. The modifications are focused on estimating the middle point of running median for even span by applying the following types of means; geometric, harmonic, quadratic and contraharmonic. The performance of the techn...
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| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
AIP Publishing
2016
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| Online Access: | http://psasir.upm.edu.my/id/eprint/57396/1/Modification%20of%20smoothing%20in%204253HT.pdf http://psasir.upm.edu.my/id/eprint/57396/ |
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| Summary: | Some modified non-linear smoothers particularly 4253H[T] are explained in this paper. The modifications are focused on estimating the middle point of running median for even span by applying the following types of means; geometric, harmonic, quadratic and contraharmonic. The performance of the techniques is assessed by applying it to daily price index of a bank in Malaysia that issues sukuk for funding in Islamic banking and financial business. The results show that 4253H[T] with geometric mean modification is better than others in preserving variation and curve fitting. |
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