一个新的时间序列的插值模型(英文)

A New Local Interpolation Model for Time Series

在这篇文章里,通过使用二次B样条,给出了一个用于数据挖掘的新的插值法方法,给出了时间序列的局部插值模型,插值曲线是C1连续的,该方法具有不需要解线性方程组的优点,应用上海股票指数进行了数值实验,实验性结果表明方法是有效的.

In this article,a new interpolation method is given by using quadratic B-splines on data mining. We give a local interpolation model of time series without solving a linear system. The given interpolation curves are Ct continuous. The experimental results for the Shanghai stock index in China are given. The results show that this method is cuccessful in analyzing the time series.