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

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  • Jakóbczak Dariusz

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

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.

Suggested Citation

  • Jakóbczak Dariusz, 2010. "Curve Extrapolation and Data Analysis Using the Method of Hurwitz-Radon Matrices," Folia Oeconomica Stetinensia, Sciendo, vol. 9(1), pages 121-138, January.
    • Handle: 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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