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

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

Folia Oeconomica Stetinensia, 2010, vol. 9, issue 1, 121-138

Abstract: 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: data analysis; decision making; curve interpolation; data extrapolation; value anticipation; the Hurwitz-Radon matrices; data analysis; decision making; curve interpolation; data extrapolation; value anticipation; the Hurwitz-Radon matrices (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:foeste:v:9:y:2010:i:1:p:121-138:n:4

DOI: 10.2478/v10031-010-0006-6

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