Accession Number : AD0781669

Title :   Frequency Characteristics of Regression Filters,


Personal Author(s) : Polyak,I. I.

Report Date : 25 JUN 1974

Pagination or Media Count : 11

Abstract : When evaluating observations made for an equidistant system of points, it is frequently necessary to smooth a series of measurements by certain linear transformations. Such a process may be used when analyzing time series, where smoothing makes it possible to avoid spectrum distortion (so called overlapping of frequencies). Different smoothing formulas used for this purpose are obtained as a rule when evaluating the free term of a polynomial using the method of least squares. Several such formulas are given in another paper which were derived by means of polynomials which were orthogonal on a discreet point system. The general form of the smoothing formulas are given for a polynomial power of no greater than five and their frequency characteristics are obtained.

Descriptors :   *Time series analysis, *Least squares method, Translations, USSR

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE