THE METHOD OF POLYGONAL NUMBERS IN THE TIME SERIES SMOOTHING PROCEDURE AND APPLICATIONS TO THE STUDY OF FINANCIAL MARKET INDICATORS

Koncevaya, Natalya; Khatskevich, Vladimir; Agranovich, Yuri

Home>Issue №3>THE METHOD OF POLYGONAL NUMBERS IN THE TIME SERIES SMOOTHING PROCEDURE AND APPLICATIONS TO THE STUDY OF FINANCIAL MARKET INDICATORS

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THE METHOD OF POLYGONAL NUMBERS IN THE TIME SERIES SMOOTHING PROCEDURE AND APPLICATIONS TO THE STUDY OF FINANCIAL MARKET INDICATORS

Annotation

PII

S042473880000616-6-1

Publication type

Article

Status

Published

Authors

Natalya Koncevaya Send message Vladimir Khatskevich Yuri Agranovich

Edition

Issue №3

Pages

71-81

Abstract

A method of one-way weighted smoothing of time series based on the use of polygonal numbers is developed. The utility of applications of methods of additive numbertheory and finite difference calculus is shown. The method for calculating weight coefficients formoving averaging is based on a generalization of the solution of a single A. A. Markov problem. The proposed formulas find a natural mathematical justification in the form of establishingstrict limit ratios. A comparative analysis of the smoothing results obtained by various methods of one-way averaging is performed. The advantages of modified weighted averaging in comparison with other methods are proved.

Keywords

one-sided weighted smoothing, polygonal numbers, additive number theory, finite difference calculus, strict limit relations, modified weighted averaging

Date of publication

01.07.2010

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815

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GOST	Agranovich Y., Khatskevich V., Koncevaya N. THE METHOD OF POLYGONAL NUMBERS IN THE TIME SERIES SMOOTHING PROCEDURE AND APPLICATIONS TO THE STUDY OF FINANCIAL MARKET INDICATORS // Economics and the Mathematical Methods. – 2010. – Issue №3 C. 71-81 .
MLA	Agranovich, Yuri, Khatskevich, Vladimir, Koncevaya, Natalya "THE METHOD OF POLYGONAL NUMBERS IN THE TIME SERIES SMOOTHING PROCEDURE AND APPLICATIONS TO THE STUDY OF FINANCIAL MARKET INDICATORS." Economics and the Mathematical Methods. 3 (2010).:71-81.
APA	Agranovich Y., Khatskevich V., Koncevaya N. (2010). THE METHOD OF POLYGONAL NUMBERS IN THE TIME SERIES SMOOTHING PROCEDURE AND APPLICATIONS TO THE STUDY OF FINANCIAL MARKET INDICATORS. Economics and the Mathematical Methods. no. 3, pp.71-81

References

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