{"id":"https://openalex.org/W1985642739","doi":"https://doi.org/10.1007/s13042-012-0081-0","title":"Filtering financial time series by least squares","display_name":"Filtering financial time series by least squares","publication_year":2012,"publication_date":"2012-02-07","ids":{"openalex":"https://openalex.org/W1985642739","doi":"https://doi.org/10.1007/s13042-012-0081-0","mag":"1985642739"},"language":"en","primary_location":{"id":"doi:10.1007/s13042-012-0081-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s13042-012-0081-0","pdf_url":null,"source":{"id":"https://openalex.org/S2764999920","display_name":"International Journal of Machine Learning and Cybernetics","issn_l":"1868-8071","issn":["1868-8071","1868-808X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Machine Learning and Cybernetics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103395581","display_name":"Adrian Letchford","orcid":null},"institutions":[{"id":"https://openalex.org/I153230381","display_name":"Charles Sturt University","ror":"https://ror.org/00wfvh315","country_code":"AU","type":"education","lineage":["https://openalex.org/I153230381"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Adrian Letchford","raw_affiliation_strings":["School of Computing and Mathematics, Charles Sturt University, Boorooma St., Wagga Wagga, NSW,  2678, Australia","Charles Sturt University. ,"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computing and Mathematics, Charles Sturt University, Boorooma St., Wagga Wagga, NSW,  2678, Australia","institution_ids":["https://openalex.org/I153230381"]},{"raw_affiliation_string":"Charles Sturt University. ,","institution_ids":["https://openalex.org/I153230381"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5015817857","display_name":"Junbin Gao","orcid":"https://orcid.org/0000-0001-9803-0256"},"institutions":[{"id":"https://openalex.org/I153230381","display_name":"Charles Sturt University","ror":"https://ror.org/00wfvh315","country_code":"AU","type":"education","lineage":["https://openalex.org/I153230381"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Junbin Gao","raw_affiliation_strings":["School of Computing and Mathematics, Charles Sturt University, Boorooma St., Wagga Wagga, NSW,  2678, Australia","Charles Sturt University. ,"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computing and Mathematics, Charles Sturt University, Boorooma St., Wagga Wagga, NSW,  2678, Australia","institution_ids":["https://openalex.org/I153230381"]},{"raw_affiliation_string":"Charles Sturt University. ,","institution_ids":["https://openalex.org/I153230381"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5030828106","display_name":"Lihong Zheng","orcid":"https://orcid.org/0000-0001-5728-4356"},"institutions":[{"id":"https://openalex.org/I153230381","display_name":"Charles Sturt University","ror":"https://ror.org/00wfvh315","country_code":"AU","type":"education","lineage":["https://openalex.org/I153230381"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Lihong Zheng","raw_affiliation_strings":["School of Computing and Mathematics, Charles Sturt University, Boorooma St., Wagga Wagga, NSW,  2678, Australia","Charles Sturt University. ,"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Computing and Mathematics, Charles Sturt University, Boorooma St., Wagga Wagga, NSW,  2678, Australia","institution_ids":["https://openalex.org/I153230381"]},{"raw_affiliation_string":"Charles Sturt University. ,","institution_ids":["https://openalex.org/I153230381"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5103395581"],"corresponding_institution_ids":["https://openalex.org/I153230381"],"apc_list":{"value":3590,"currency":"USD","value_usd":3590},"apc_paid":null,"fwci":0.8835,"has_fulltext":false,"cited_by_count":5,"citation_normalized_percentile":{"value":0.75356459,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"4","issue":"2","first_page":"149","last_page":"154"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9993000030517578,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9947999715805054,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.6858608722686768},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.6496115922927856},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6339707374572754},{"id":"https://openalex.org/keywords/lag","display_name":"Lag","score":0.6047857999801636},{"id":"https://openalex.org/keywords/noise-reduction","display_name":"Noise reduction","score":0.584208607673645},{"id":"https://openalex.org/keywords/reducer","display_name":"Reducer","score":0.5024504661560059},{"id":"https://openalex.org/keywords/moving-average","display_name":"Moving average","score":0.4306907057762146},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.42612943053245544},{"id":"https://openalex.org/keywords/reduction","display_name":"Reduction (mathematics)","score":0.4155381917953491},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.36582455039024353},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.35728520154953003},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3559386432170868},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3467603325843811},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.26787063479423523},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.19924360513687134},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.11271432042121887}],"concepts":[{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.6858608722686768},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.6496115922927856},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6339707374572754},{"id":"https://openalex.org/C75778745","wikidata":"https://www.wikidata.org/wiki/Q342626","display_name":"Lag","level":2,"score":0.6047857999801636},{"id":"https://openalex.org/C163294075","wikidata":"https://www.wikidata.org/wiki/Q581861","display_name":"Noise reduction","level":2,"score":0.584208607673645},{"id":"https://openalex.org/C2776985865","wikidata":"https://www.wikidata.org/wiki/Q26820931","display_name":"Reducer","level":2,"score":0.5024504661560059},{"id":"https://openalex.org/C175706884","wikidata":"https://www.wikidata.org/wiki/Q1130194","display_name":"Moving average","level":2,"score":0.4306907057762146},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.42612943053245544},{"id":"https://openalex.org/C111335779","wikidata":"https://www.wikidata.org/wiki/Q3454686","display_name":"Reduction (mathematics)","level":2,"score":0.4155381917953491},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.36582455039024353},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.35728520154953003},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3559386432170868},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3467603325843811},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.26787063479423523},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.19924360513687134},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.11271432042121887},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","level":1,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C147176958","wikidata":"https://www.wikidata.org/wiki/Q77590","display_name":"Civil engineering","level":1,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s13042-012-0081-0","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s13042-012-0081-0","pdf_url":null,"source":{"id":"https://openalex.org/S2764999920","display_name":"International Journal of Machine Learning and Cybernetics","issn_l":"1868-8071","issn":["1868-8071","1868-808X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Machine Learning and Cybernetics","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W12245276","https://openalex.org/W24161439","https://openalex.org/W606326970","https://openalex.org/W633114123","https://openalex.org/W1984284433","https://openalex.org/W2000828173","https://openalex.org/W2003528009","https://openalex.org/W2027282255","https://openalex.org/W2048849338","https://openalex.org/W2051529170","https://openalex.org/W2079195815","https://openalex.org/W2079724595","https://openalex.org/W2098148222","https://openalex.org/W2101332086","https://openalex.org/W2105934661","https://openalex.org/W2122410182","https://openalex.org/W2132427836","https://openalex.org/W2134018006","https://openalex.org/W2139150200","https://openalex.org/W2146500534","https://openalex.org/W2162845233","https://openalex.org/W2166263464","https://openalex.org/W2911329779","https://openalex.org/W4230675943"],"related_works":["https://openalex.org/W2394411596","https://openalex.org/W2599888081","https://openalex.org/W2349055795","https://openalex.org/W2943236215","https://openalex.org/W2737431648","https://openalex.org/W3115491726","https://openalex.org/W4313123484","https://openalex.org/W2724964707","https://openalex.org/W3097417252","https://openalex.org/W2355535309"],"abstract_inverted_index":null,"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}
