Document Type

Article

Rights

Available under a Creative Commons Attribution Non-Commercial Share Alike 4.0 International Licence

Disciplines

Electrical and electronic engineering

Publication Details

Mathematic Aeterna, vol. 6

Abstract

Being able to provide accurate forecasts on the trending behaviour of time series is important in a range of applications involving the real time evolution of signals, most notable in financial time series analysis but control engineering in general. A critical solution for providing high accuracy forecasts is the filtering operation used to identify the position in time at which a trend occurs subject to a time delay factor that is inherent in the filtering strategy used. The paper explores this strategy and presents some example results that provide a quantitative measure of the accuracy used.

DOI

10.21427/D7QC9X

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