Moving Averages

In Chapter 28 we discussed cubic spline functions. We interpolated given data points with functions which were piecewise cubic polynomials and had continuous second derivatives everywhere. In this chapter we discuss one way of approximating a functionf (x)by a function with continuouskth derivatives...

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Bibliographic Details
Published inAnneli Lax New Mathematical Library p. 201
Main Authors Chang, Gengzhe, Sederberg, Thomas W
Format Book Chapter
LanguageEnglish
Published United States Mathematical Association of America 01.06.1997
American Mathematical Society
Edition1
Subjects
Algebra
Approximation
Arithmetic mean
Calculus
Degrees of polynomials
Differential calculus
Linear algebra
Linear transformations
Mathematical expressions
Mathematical functions
Mathematical integrals
Mathematical integration
Mathematical intervals
Mathematical objects
Mathematical procedures
Mathematics
Piecewise defined functions
Polynomials
Probability theory
Pure mathematics
Spline functions
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Summary:In Chapter 28 we discussed cubic spline functions. We interpolated given data points with functions which were piecewise cubic polynomials and had continuous second derivatives everywhere. In this chapter we discuss one way of approximating a functionf (x)by a function with continuouskth derivatives and a related method of finding interpolating functions which are piecewise polynomials of degreek+ 1 and have continuous derivatives of orderk.¹ Our work is based on taking moving averagesktimes. Moving averages are used in attempts to discern long term trends in data which are also subject to fluctuating short
ISBN:9780883856413
0883856417