Definition:Smoothing

Definition

Let $T$ be a time series arising from a stochastic process.

The operation of smoothing is the removal of erratic fluctuations in $T$ by using a moving average or fitting a trend curve.

Also see

• Results about smoothing can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): smoothing
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): smoothing