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Howard L. Weinert

    Fast Compact Algorithms and Software for Spline Smoothing
    Fixed Interval Smoothing for State Space Models
    • 2012

      Fast Compact Algorithms and Software for Spline Smoothing investigates algorithmic alternatives for computing cubic smoothing splines when the amount of smoothing is determined automatically by minimizing the generalized cross-validation score. These algorithms are based on Cholesky factorization, QR factorization, or the fast Fourier transform. All algorithms are implemented in MATLAB and are compared based on speed, memory use, and accuracy. An overall best algorithm is identified, which allows very large data sets to be processed quickly on a personal computer.

      Fast Compact Algorithms and Software for Spline Smoothing
    • 2001

      Fixed-interval smoothing is a technique designed to extract valuable insights from imprecise data, making it applicable across various fields. The method has been utilized in engineering, physical sciences, and social sciences, addressing challenges in control systems, communications, signal processing, acoustics, geophysics, oceanography, statistics, econometrics, and structural analysis. Its versatility highlights its significance in enhancing data reliability and interpretation across diverse disciplines.

      Fixed Interval Smoothing for State Space Models