Applied smoothing algorithms
| Adaptive Degree Polynomial Filter (ADP) | ||
| Auto Regressive Model (ARI) | ||
| Fast Fourier Transform Filtering (FFT) | ||
| Friedman's Super Smoother (SUP) | ||
| Generalized Additive Model (GAM) | ||
| Kalman Filtering (KAF) | ||
| Kernel Smoother (KER) | ||
| Locally-Weighted Polynomial (POL) | ||
| Robust Running Medians (RRM) | ||
| Savitzky-Golay Filters (SGF) | ||
| Simple Moving Average (SMA) | ||
| Spline (SPL) | ||
| Tukey Smoother (TUK) | ||
| Method . | Reference . | Sample . |
|---|---|---|
| TUK | Mallows (1979) | Fiskeaux & Ling (1982) |
| KAF | Tusell (2011) | Pan et al. (2016) |
| FFT | Cochran et al. (1967) | Yang et al. (2004) |
| SPLa,e | Reinsch (1967) | Eubank (1988) |
| KERa,e | Härdle & Vieu (1992) | Speckman (1988)) |
| SMAa | Hyndman (2011) | He et al. (2020) |
| RRMa | Friedman & Stuetzle (1982) | Polasek (1984) |
| SUPa,e | Friedman (1984) | Friedman & Silverman (1989) |
| POLa,e | Atkeson et al. (1997) | Rajagopalan & Lall (1998) |
| SGFb | Press & Teukolsky (1990) | Bromba & Ziegler (1981) |
| ARIb,e | Akaike (1969) | Lohani et al. (2012) |
| ADPc,e | Barak (1995) | Jakubowska & Kubiak (2004) |
| GAMd,e | Hastie (2017) | Murphy et al. (2019) |
| Adaptive Degree Polynomial Filter (ADP) | ||
| Auto Regressive Model (ARI) | ||
| Fast Fourier Transform Filtering (FFT) | ||
| Friedman's Super Smoother (SUP) | ||
| Generalized Additive Model (GAM) | ||
| Kalman Filtering (KAF) | ||
| Kernel Smoother (KER) | ||
| Locally-Weighted Polynomial (POL) | ||
| Robust Running Medians (RRM) | ||
| Savitzky-Golay Filters (SGF) | ||
| Simple Moving Average (SMA) | ||
| Spline (SPL) | ||
| Tukey Smoother (TUK) | ||
| Method . | Reference . | Sample . |
|---|---|---|
| TUK | Mallows (1979) | Fiskeaux & Ling (1982) |
| KAF | Tusell (2011) | Pan et al. (2016) |
| FFT | Cochran et al. (1967) | Yang et al. (2004) |
| SPLa,e | Reinsch (1967) | Eubank (1988) |
| KERa,e | Härdle & Vieu (1992) | Speckman (1988)) |
| SMAa | Hyndman (2011) | He et al. (2020) |
| RRMa | Friedman & Stuetzle (1982) | Polasek (1984) |
| SUPa,e | Friedman (1984) | Friedman & Silverman (1989) |
| POLa,e | Atkeson et al. (1997) | Rajagopalan & Lall (1998) |
| SGFb | Press & Teukolsky (1990) | Bromba & Ziegler (1981) |
| ARIb,e | Akaike (1969) | Lohani et al. (2012) |
| ADPc,e | Barak (1995) | Jakubowska & Kubiak (2004) |
| GAMd,e | Hastie (2017) | Murphy et al. (2019) |
aSingle parameter.
bDouble parameter.
cTriple parameter.
dAbove triple parameter model.
eModels with the ability of forecasting.