Curve Extrapolation and Data Analysis Using the Method of Hurwitz-Radon Matrices

• Authors: Dariusz Jakóbczak
• Languages of publication: EN

Abstracts

EN

Data analysis needs suitable methods of curve extrapolation. The proposed method of Hurwitz-Radon Matrices (MHR) can be used in extrapolation and interpolation of curves in the plane. For example, quotations from the Stock Exchange, the market prices or currency rates form a curve. This paper presents the way of data anticipation and extrapolation via the MHR method and decision making: to buy or not, to sell or not. The proposed method is based on a family of Hurwitz-Radon (HR) matrices. The matrices are skew-symmetric and possess columns composed of orthogonal vectors. The operator of Hurwitz-Radon (OHR), built from these matrices, is described. Two-dimensional data are represented by the set of curve points. It is shown how to create the orthogonal and discrete OHR and how to use it in a process of data foreseeing and extrapolation. The MHR method interpolates and extrapolates the curve point by point without using any formula or function.

Keywords

EN

data analysis; decision making; curve interpolation; data extrapolation; value anticipation; the Hurwitz-Radon matrices

• Publisher: Sciendo
• Journal: Folia Oeconomica Stetinensia
• Year: 2010
• Volume: 9
• Issue: 1
• Pages: 121-138

Dates

published

2010-01-01

online

2011-12-21

Contributors

author

Dariusz Jakóbczak

• Department of Electronics and Computer Science, Technical University of Koszalin, Sniadeckich 2, 75-453 Koszalin, Poland

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Identifiers

DOI

10.2478/v10031-010-0006-6