SMOOTHING OF TIME SERIES BY THE METHODS OF DISCRETE MATHEMATICAL ANALYSIS
Rubrics: ORIGINAL ARTICLES
Authors:
1.
Geophysical Center RAS, Moscow, Russia
2.
Geophysical Center RAS, Moscow, Russia
3.
Geophysical Center RAS, Moscow, Russia
4.
Geophysical Center RAS, Moscow, Russia
Type:
Article
Pages:
from 1
to 5
Status:
Published
Received:
25.03.2010
Accepted:
25.03.2010
Published:
25.03.2010
Language:
English
Keywords:
Discrete Mathematical Analysis, gravitational smoothing, the misalignment of smoothness
Abstract (English):
Discrete Mathematical Analysis is a new approach to discrete data, based on modeling of discrete analogues of such fundamental notions as limit, continuity, connectedness, trend by using artificial intelligence and fuzzy logic. It is the series of algorithms, aimed at solving such fundamental tasks of data analysis as clusterization, tracing, smoothing and forecasting of time series, morphological analysis, search of trends etc. All algorithms of DMA have universal character and are based on a finite limit. This article is devoted to solving the problem of smoothing of time series within the bounds of DMA. As a result, so-called gravitational smoothing was got. This smoothing is based on the methods of artificial intelligence and fuzzy logic. It was also compared with wavelet-smoothing.
Discrete Mathematical Analysis is a new approach to discrete data, based on modeling of discrete analogues of such fundamental notions as limit, continuity, connectedness, trend by using artificial intelligence and fuzzy logic. It is the series of algorithms, aimed at solving such fundamental tasks of data analysis as clusterization, tracing, smoothing and forecasting of time series, morphological analysis, search of trends etc. All algorithms of DMA have universal character and are based on a finite limit. This article is devoted to solving the problem of smoothing of time series within the bounds of DMA. As a result, so-called gravitational smoothing was got. This smoothing is based on the methods of artificial intelligence and fuzzy logic. It was also compared with wavelet-smoothing.
Keywords:
Discrete Mathematical Analysis, gravitational smoothing, the misalignment of smoothness
Discrete Mathematical Analysis, gravitational smoothing, the misalignment of smoothness
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2. Daubechies, Ten Lectures on Wavelets, CBMS-NSF Lecture Notes, 1992.
