smoothing spline
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Smoothing spline — The smoothing spline is a method of smoothing, or fitting a smooth curve to a set of noisy observations.DefinitionLet (x i,Y i); i=1,dots,n be a sequence of observations, modeled by the relation E(Y i) = mu(x i). The smoothing spline estimate… … Wikipedia
Spline — can refer to:* Flat spline, a device to draw curves * Rotating spline, a mating mechanism on a driveshaft. * Spline (mathematics), a mathematical function used for interpolation or smoothing. * Spline cord, a type of thin rubber cord used to… … Wikipedia
Smoothing — In statistics and image processing, to smooth a data set is to create an approximating function that attempts to capture important patterns in the data, while leaving out noise or other fine scale structures/rapid phenomena. Many different… … Wikipedia
Spline (mathematics) — A quadratic spline composed of six polynomial segments. Between point 0 and point 1 a straight line. Between point 1 and point 2 a parabola with second derivative = 4. Between point 2 and point 3 a parabola with second derivative = 2. Between… … Wikipedia
Spline interpolation — See also: Spline (mathematics) In the mathematical field of numerical analysis, spline interpolation is a form of interpolation where the interpolant is a special type of piecewise polynomial called a spline. Spline interpolation is preferred… … Wikipedia
Spline — A&V A curve shape produced on a computer or video device by connecting dots or points at various intervals along the curve. In digital picture manipulators, each key frame becomes a point on a curve and the user can control how straight or curved … Audio and video glossary
Thin plate spline — This is a brief derivation for the closed form solutions for smoothing Thin Plate Spline . Details about these splines can be found in (Wahba, 1990).Thin plate splines (TPS) were introduced to geometric design by Duchon (Duchon, 1976). The name… … Wikipedia
maximum forward rate smoothing — An alternative yield curve smoothing technique. The most accurate yield curve smoothing method for forward rates. The yield curve with the smoothest possible forward rate function, consistent with observable data, is closely related to but… … Financial and business terms
Nonuniform rational B-spline — Non uniform rational B spline (NURBS) is a mathematical model commonly used in computer graphics for generating and representing curves and surfaces. History Development of NURBS (Non Uniform Rational Basis Spline) began in the 1950s by engineers … Wikipedia
cubic spline — A mathematical technique used for yield curve smoothing. A cubic spline fits a different third degree polynomial to each interval between data points (0 to 1 years, 1 to 2 years, 2 to 3 years, etc.) Either yields or prices can be smoothed using… … Financial and business terms
Non-uniform rational B-spline — Three dimensional NURBS surfaces can have complex, organic shapes. Control points influence the directions the surface takes. The outermost square below delineates the X/Y extents of the surface … Wikipedia
