DocumentCode
1870369
Title
Moving trend based filters design in frequency domain
Author
Duda, Jan Tadeusz ; Pelech-Pilichowski, Tomasz
Author_Institution
AGH Univ. of Sci. & Technol., Krakow, Poland
fYear
2013
fDate
8-11 Sept. 2013
Firstpage
927
Lastpage
930
Abstract
An original approach to digital moving trend based filters (MTF) design, based on Bode plots analysis is proposed, aimed at seasonal time series decomposition and prediction. A number of polynomials of different range are discussed to be used in the MTF as the LS approximation formula. The Bode plots of the MTF are shown, and the best filter is selected. Results of a seasonal time series decomposition and prediction with the best MTF is presented and compared to the classical MTF calculations (involving the linear LS approximation).
Keywords
Bode diagrams; digital filters; least squares approximations; time series; Bode plots analysis; MTF; digital moving trend based filters design; least squares approximations; seasonal time series decomposition;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Science and Information Systems (FedCSIS), 2013 Federated Conference on
Conference_Location
Krako??w
Type
conf
Filename
6644124
Link To Document