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Modification of smoothing in 4253H[T]


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).


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.

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Additional Metadata

Item Type: Conference or Workshop Item (Paper)
Divisions: Institute for Mathematical Research
DOI Number: https://doi.org/10.1063/1.4982873
Publisher: AIP Publishing
Keywords: 4253H[T]; Median smoothers; Non-linear smoothing; Smoothing index
Depositing User: Nabilah Mustapa
Date Deposited: 27 Sep 2017 07:28
Last Modified: 27 Sep 2017 07:28
Altmetrics: http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1063/1.4982873
URI: http://psasir.upm.edu.my/id/eprint/57396
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