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Journal of Applied Mathematics and Decision Sciences 
Volume 2006 (2006), Article ID 34784, 12 pages
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

Received 12 January 2005; Accepted 1 March 2005

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.