1999
DOI: 10.1080/135048599353726
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A comparison of methods for trend estimation

Abstract: This paper analyses a number of methods for trend estimation focusing on their ability to pick up turning points quickly at the end of a series. An application to the Bank of England flows M4 series is provided which shows that some of the proposed methods may be more reliable than others for this task.

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Cited by 50 publications
(35 citation statements)
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“…If there is not much variation for any variable, it is possible to fit a regression line or curve and plot it as a trend line or trend curve. More formally, trend estimation is a statistical technique for identifying these trend lines or trend curves [5]. For purposes of discussion in this paper, we will focus only on informal trends that can be perceived visually without statistical trend estimation.…”
mentioning
confidence: 99%
“…If there is not much variation for any variable, it is possible to fit a regression line or curve and plot it as a trend line or trend curve. More formally, trend estimation is a statistical technique for identifying these trend lines or trend curves [5]. For purposes of discussion in this paper, we will focus only on informal trends that can be perceived visually without statistical trend estimation.…”
mentioning
confidence: 99%
“…Another line of research known as pooling has explored combining crosssectional data with time-series data [15]. Fitting trends through data [16] is a common approach and is related in some ways to the idea of identifying a trajectory. Another related area of research is sequence reconstruction.…”
Section: Discussionmentioning
confidence: 99%
“…The second limit will show the smallest increase in the quality of the test images. The leastsquares fitting process give Equation of Trend estimation for samples [13]:…”
Section: Peak-to-peak Signal-to-noise Ratiomentioning
confidence: 99%
“…In the case of noise it seems more reasonable to use metrics like PSNR. The least-squares fitting process gives Equation of Trend estimation for samples [13]:…”
Section: Dct-based Video Quality Evaluationmentioning
confidence: 99%