smoothing technique
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smoothing — Also called yield curve smoothing. The name for a set of alternative techniques for creating continuous yield curves by connecting the dots between observed. If, for example, we have observed rates for 1, 2, 3, 5 and 10 year maturities, smoothing … Financial and business terms
Edge preserving smoothing — is an image processing technique where the edge information is preserved during the smoothing process. It uses non linear operator which is able to remove texture and noise, while keeping edges and corners. The technique is known also as edge and … 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
Exponential smoothing — is a technique that can be applied to time series data, either to produce smoothed data for presentation, or to make forecasts. The time series data themselves are a sequence of observations. The observed phenomenon may be an essentially random… … Wikipedia
Additive smoothing — In the field of statistical language modeling and statistics, additive smoothing is a technique used to smooth a distribution p ( x ) representing, for example, occurrences of a word x in a text.The additively smoothed distribution is defined… … Wikipedia
linear yield curve smoothing — The simple process of drawing straight lines to connect the knot points. The simplest but least accurate technique for yield curve smoothing. See smoothing. American Banker Glossary … Financial and business terms
adaptive exponential smoothing — A quantitative forecasting technique in which averages derived from historical data are smoothed by a coefficient, which is allowed to fluctuate with time in relation to changes in the demand pattern. The larger the coefficient, the greater the… … Big dictionary of business and management
exponential smoothing — /ekspəˌnenʃ(ə)l smu:ðɪŋ/ noun a technique for working out averages while allowing for recent changes in values by moving forward the period under consideration at regular intervals … Marketing dictionary in english
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
Nonparametric regression — is a form of regression analysis in which the predictor does not take a predetermined form but is constructed according to information derived from the data. Nonparametric regression requires larger sample sizes than regression based on… … Wikipedia
Median filter — Example of 3 median filters of varying radii applied to the same noisy photograph. Implemented in Adobe Photoshop. In signal processing, it is often desirable to be able to perform some kind of noise reduction on an image or signal. The median… … Wikipedia
