Journal of Applied Mathematics and Decision Sciences
Volume 2006 (2006), Article ID 34784, 12 pages
doi:10.1155/JAMDS/2006/34784
The smoothness criterion as a trend diagnostic
School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia
Received 12 January 2005; Accepted 1 March 2005
Copyright © 2006 P. Fogarty and N. C. Weber. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
The smoothness criterion is used in the design of symmetric moving
average trend filters in time series and in graduation in
actuarial studies. This measure of smoothness is used to motivate
a diagnostic for determining the order of local polynomial trend.