The Discrete Laguerre Polynomials and Their Use in Exponential Smoothing
作者:
EginhardJ. Muth,
期刊:
IIE Transactions
(Taylor Available online 1983)
卷期:
Volume 15,
issue 2
页码: 166-171
ISSN:0740-817X
年代: 1983
DOI:10.1080/05695558308974628
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The formulation and methodology of curve fitting polynomials by discounted least squares can be simplified through the use of the discrete Laguerre polynomials, which are mutually orthogonal with respect to an exponential weighting function. One advantage of this formulation is that the firstk+ 1 coefficients of a fitting polynomial of degreem>kare the same as those of a fitting polynomial of degreek.The Laguerre polynomials are introduced and their properties are derived. The recursive method for computing coefficients is shown to have a simple structure that is independent of the degreekof the fitting polynomials. In addition, some properties of the method of smoothing and forecasting are discussed.
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