| Presentation | 1995/9/12 Exponential Smoothing Method with Refractory for Inhomogenious-Interval Data Takayuki Hirano, Tomoyoshi Sato, Atsuhiko Noda, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | For applying to non-homogenious-interval data due to data drops, such as stock price series which can not be obtained on Saturdays and Sundays, this paper proposes a novel R-optimal exponential smoothing method with refractory characteristics specific to information processing in nerve cells. The basic idea is that the importance of new datum would increase, when data drop period becomes longer. R-optimal smoothing constant has been analytically derived that would vary according to the interval of data, and the characteristics have been derived. Computer simulation has shown that this novel method is superior to the ordinary exponential smoothing method with fixed smoothing constants as for the smoothing performance, when the intervals of discrete-time data vary. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | refractory / inhomogenious-interval discrete-time data / exponential smoothing method / data drop |
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| Conference Information | |
| Committee | DSP |
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| Conference Date | 1995/9/12(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Registration To | Digital Signal Processing (DSP) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Exponential Smoothing Method with Refractory for Inhomogenious-Interval Data |
| Sub Title (in English) | |
| Keyword(1) | refractory |
| Keyword(2) | inhomogenious-interval discrete-time data |
| Keyword(3) | exponential smoothing method |
| Keyword(4) | data drop |
| 1st Author's Name | Takayuki Hirano |
| 1st Author's Affiliation | Department of Industrial Engineering and Management, Faculty of Engineering, Tokyo Institute of Technology() |
| 2nd Author's Name | Tomoyoshi Sato |
| 2nd Author's Affiliation | Department of Industrial Engineering and Management, Faculty of Engineering, Tokyo Institute of Technology |
| 3rd Author's Name | Atsuhiko Noda |
| 3rd Author's Affiliation | Department of Industrial Engineering and Management, Faculty of Engineering, Tokyo Institute of Technology |
| Date | 1995/9/12 |
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| Volume (vol) | vol.95 |
| Number (no) | 227 |
| Page | pp.pp.- |
| #Pages | 8 |
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