A modification of the Whittaker–Henderson method of graduation

Hiroshi Yamada and Ruixue Du

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 15, 3795-3800

Abstract: This paper presents a modified Whittaker–Henderson (WH) Method of Graduation. After giving a closed-form solution, we show that it is of practical use because it provides not only a smoothed series identical to that of the WH graduation, but also an extrapolation beyond the sample limit of current data. In addition, we introduce two other penalized least squares problems and show that they provide the same results as those of the modified WH graduation.

Date: 2019
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DOI: 10.1080/03610926.2018.1481974

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