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...
| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
AIP Publishing
2016
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| Online Access: | http://psasir.upm.edu.my/id/eprint/57396/1/Modification%20of%20smoothing%20in%204253HT.pdf |
| _version_ | 1796976684150292480 |
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| author | Khairol Azmi, Nurul Nisa' Adam, Mohd Bakri Shitan, Mahendran Mohd Ali, Norhaslinda |
| author_facet | Khairol Azmi, Nurul Nisa' Adam, Mohd Bakri Shitan, Mahendran Mohd Ali, Norhaslinda |
| author_sort | Khairol Azmi, Nurul Nisa' |
| collection | UPM |
| 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. |
| first_indexed | 2024-03-06T09:29:16Z |
| format | Conference or Workshop Item |
| id | upm.eprints-57396 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T09:29:16Z |
| publishDate | 2016 |
| publisher | AIP Publishing |
| record_format | dspace |
| spelling | 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 |
| spellingShingle | Khairol Azmi, Nurul Nisa' Adam, Mohd Bakri Shitan, Mahendran Mohd Ali, Norhaslinda Modification of smoothing in 4253H[T] |
| title | 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_short | Modification of smoothing in 4253H[T] |
| title_sort | modification of smoothing in 4253h t |
| url | http://psasir.upm.edu.my/id/eprint/57396/1/Modification%20of%20smoothing%20in%204253HT.pdf |
| work_keys_str_mv | AT khairolazminurulnisa modificationofsmoothingin4253ht AT adammohdbakri modificationofsmoothingin4253ht AT shitanmahendran modificationofsmoothingin4253ht AT mohdalinorhaslinda modificationofsmoothingin4253ht |