Alternative preprocessing techniques

For the sake of space and your time, this chapter introduced and applied three filtering and smoothing classes of algorithms. Moving averages, Fourier series, and the Kalman filter are far from being the only techniques used in cleaning raw data. The alternative techniques can be classified into two categories:

  • Autoregressive models that encompass autoregressive moving average (ARMA), autoregressive integrated moving average (ARIMA), generalized autoregressive conditional heteroskedasticity (GARCH), and Box-Jenkins that relies on some form of autocorrelation function
  • Curve-fitting algorithms that include the polynomial and geometric fit with the ordinary least squares method, non-linear least squares using the Levenberg-Marquardt optimizer, and probability distribution fitting
..................Content has been hidden....................

You can't read the all page of ebook, please click here login for view all page.
Reset