Moving-Weighted-Average Smoothing Extended to the Extremities of the Data. Revision.
Technical summary rept.,
WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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The use of a symmetrical moving weighted average of 2m 1 terms to smooth equally spaced observations of a function of one variable does not yield smoothed values of the first m and the last m observations, unless additional data beyond the range of the original observations are available. By means of analogies to the Whittaker smoothing process and some related mathematical concepts, a natural method is developed for extending the smoothing to the extremities of the data as a single overall matrix-vector operation having a well defined structure, rather than as something extra grafted on at the ends. Author
- Statistics and Probability