Moving-weighted-average smoothing extended to the extremities of the data. II. Methods
- 1 April 1981
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1981 (2) , 65-81
- https://doi.org/10.1080/03461238.1981.10413732
Abstract
The use of a moving weighted average to smooth equally spaced observational data does not produce smoothed values for arguments too near the extremities of the data. This is a serious disadvantage of the method and may have discouraged its use to some extent. In the first paper of this series it was argued that there is a single preferred method of extending the graduation to the ends of the data set, and the theory of that method was developed. This paper focuses on the computational aspects: abbreviated procedures are described and tables are provided to facilitate the calculations. The preferred method is compared, numerically and otherwise, with other plausible methods of extending the graduation.Keywords
This publication has 5 references indexed in Scilit:
- Moving-weighted-average smoothing extended to the extremities of the data. I. TheoryScandinavian Actuarial Journal, 1981
- On the theory of moving average graduationScandinavian Actuarial Journal, 1979
- Summation Formulas of Graduation with a Special Type of OperatorJournal of the Institute of Actuaries, 1933
- Graduation by Reduction of Mean Square of Error. (III.)Journal of the Institute of Actuaries, 1915
- On Adjustment FormulasThe Analyst, 1877