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Modification of smoothing in 4253H[T]

Some modified non-linear smoothers particularly 4253H[T] are explained in this paper. The modifications are focused on estimating the middle point of running median for even span by applying the following types of means; geometric, harmonic, quadratic and contraharmonic. The performance of the techn...

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Main Authors: Khairol Azmi, Nurul Nisa', Adam, Mohd Bakri, Shitan, Mahendran, Mohd Ali, Norhaslinda
Format: Conference or Workshop Item
Language:English
Published: AIP Publishing 2016
Online Access:http://psasir.upm.edu.my/id/eprint/57396/1/Modification%20of%20smoothing%20in%204253HT.pdf
http://psasir.upm.edu.my/id/eprint/57396/
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spelling my.upm.eprints.573962017-09-27T07:28:32Z http://psasir.upm.edu.my/id/eprint/57396/ Modification of smoothing in 4253H[T] Khairol Azmi, Nurul Nisa' Adam, Mohd Bakri Shitan, Mahendran Mohd Ali, Norhaslinda Some modified non-linear smoothers particularly 4253H[T] are explained in this paper. The modifications are focused on estimating the middle point of running median for even span by applying the following types of means; geometric, harmonic, quadratic and contraharmonic. The performance of the techniques is assessed by applying it to daily price index of a bank in Malaysia that issues sukuk for funding in Islamic banking and financial business. The results show that 4253H[T] with geometric mean modification is better than others in preserving variation and curve fitting. AIP Publishing 2016 Conference or Workshop Item PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/57396/1/Modification%20of%20smoothing%20in%204253HT.pdf Khairol Azmi, Nurul Nisa' and Adam, Mohd Bakri and Shitan, Mahendran and Mohd Ali, Norhaslinda (2016) Modification of smoothing in 4253H[T]. In: 3rd ISM International Statistical Conference 2016 (ISM III), 9-11 Aug. 2016, Institute of Mathematical Sciences, University of Malaya. (pp. 1-6). 10.1063/1.4982873
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
description Some modified non-linear smoothers particularly 4253H[T] are explained in this paper. The modifications are focused on estimating the middle point of running median for even span by applying the following types of means; geometric, harmonic, quadratic and contraharmonic. The performance of the techniques is assessed by applying it to daily price index of a bank in Malaysia that issues sukuk for funding in Islamic banking and financial business. The results show that 4253H[T] with geometric mean modification is better than others in preserving variation and curve fitting.
format Conference or Workshop Item
author Khairol Azmi, Nurul Nisa'
Adam, Mohd Bakri
Shitan, Mahendran
Mohd Ali, Norhaslinda
spellingShingle Khairol Azmi, Nurul Nisa'
Adam, Mohd Bakri
Shitan, Mahendran
Mohd Ali, Norhaslinda
Modification of smoothing in 4253H[T]
author_facet Khairol Azmi, Nurul Nisa'
Adam, Mohd Bakri
Shitan, Mahendran
Mohd Ali, Norhaslinda
author_sort Khairol Azmi, Nurul Nisa'
title Modification of smoothing in 4253H[T]
title_short Modification of smoothing in 4253H[T]
title_full Modification of smoothing in 4253H[T]
title_fullStr Modification of smoothing in 4253H[T]
title_full_unstemmed Modification of smoothing in 4253H[T]
title_sort modification of smoothing in 4253h[t]
publisher AIP Publishing
publishDate 2016
url http://psasir.upm.edu.my/id/eprint/57396/1/Modification%20of%20smoothing%20in%204253HT.pdf
http://psasir.upm.edu.my/id/eprint/57396/
_version_ 1643836475000750080
score 13.211869

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