Shanghai Composite Index is an important index for Chinese stock market, and we apply the Least Squares Method with roughness penalty to smooth its historical data, using spline functions.
上证综合指数是股票市场的一个重要指标,我们采用样条函数,将带光滑参数的最小二乘法应用于拟合该指标的历年数据。
参考来源 - 函数型数据分析及其在证券投资中的应用·2,447,543篇论文数据,部分数据来源于NoteExpress
Spline functions can be used to approach arbitrary continuous curves with high accuracy.
样条函数以其特有的优点可以用来逼近任意的连续曲线,且具有很高的精度。
The general B-spline functions and the steps of operating are introduced firstly, then as an example.
文中首先介绍了任意次B -样条基的建立方法,并给出了一般的实施步骤;
The advantage of the proposed spline functions is easy splitting of given curves according to the curve path distance.
这种插值曲线的优点是容易按距离对插值后的曲线作任意分割。
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