论文标题
一种自动回归公式，用于平滑和移动平均值，呈指数锥形的窗户
An Auto-Regressive Formulation for Smoothing and Moving Mean with Exponentially Tapered Windows
论文作者
论文摘要
我们通过操纵传统移动卑鄙的Smoothorts的固有目标功能来研究一种自动回归公式，以解决平滑时间序列的问题。不仅自动回归型Smoothors会执行更高的平滑度，而且它们与传统移动手段一样有效，并且可以相对于输入数据集进行相应优化。有趣的是，自动回归模型通过呈指数级锥形的窗口导致移动手段。
We investigate an auto-regressive formulation for the problem of smoothing time-series by manipulating the inherent objective function of the traditional moving mean smoothers. Not only the auto-regressive smoothers enforce a higher degree of smoothing, they are just as efficient as the traditional moving means and can be optimized accordingly with respect to the input dataset. Interestingly, the auto-regressive models result in moving means with exponentially tapered windows.
