Titlebook: Automatic trend estimation; C?alin Vamos?,Maria Cr?aciun Book 2013 The Author(s) 2013 Automatic Estimation of Trends.Average Conditional D

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Basic notations and definitions, noise and simple trend with small number of local extrema. The example from astrophysics shows that the optimum degree of the polynomial trend can be determined by searching the most suited stochastic model for the noise contained in the time series.

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https://doi.org/10.1007/BFb0099278e ratio . between the amplitudes of the trend variations and noise fluctuations and on the noise serial correlation in the same way as the accuracy of the estimated trend by polynomial fitting. The RCMA trend does not mainly depend on the number of the monotonic segments of the trend, but on the ave

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2191-5423 hysics, and paleoclimatology. The numerical experiment method extensively used in our book is already in common use in computational and statistical physics.978-94-007-4824-8978-94-007-4825-5Series ISSN 2191-5423 Series E-ISSN 2191-5431

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