<abstract xml:lang="en" xmlns="http://www.w3.org/1999/xhtml"><p>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.</p></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.

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

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

Folia Oeconomica Stetinensia

{"article-title":"Curve Extrapolation and Data Analysis Using the Method of Hurwitz-Radon Matrices"}

Data analysis needs suitable methods of curve extrapolation. The proposed method of Hurwitz-Radon Matrices (MHR) can be used in extrapolation and interpolation...

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

Publié en ligne: 21 déc. 2011

Pages: 121 - 138

DOI: https://doi.org/10.2478/v10031-010-0006-6

Mots clés
data analysis, decision making, curve interpolation, data extrapolation, value anticipation, the Hurwitz-Radon matrices

This content is open access.

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

Publié en ligne: 21 déc. 2011

Pages: 121 - 138

DOI: https://doi.org/10.2478/v10031-010-0006-6

Mots clésdata analysis, decision making, curve interpolation, data extrapolation, value anticipation, the Hurwitz-Radon matrices

This content is open access.

Mots clés
data analysis, decision making, curve interpolation, data extrapolation, value anticipation, the Hurwitz-Radon matrices