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Abstract
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Advances in Decision Sciences
Volume 2006 (2006), Issue 1, Pages Article 34784, 12 p.
doi:10.1155/JAMDS/2006/34784

The smoothness criterion as a trend diagnostic

P. Fogarty and N.C. Weber

School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia

Abstract

The smoothness criterion is used in the design of symmetric moving average trend filters in time series and in graduation in actuarial studies. This measure of smoothness is used to motivate a diagnostic for determining the order of local polynomial trend.