Search Results - subject:"interpolation"

Imputation and Price Indexes: Theory and Evidence from the International Price Program

Feenstra, Robert; Diewert, Erwin - Economics Department, University of California-Davis - 2003

related commodities; and linear interpolation, which uses the last and next observations for the item to linearly interpolate …. Certain hybrid techniques, combining either carry-forward or cell-mean with linear interpolation, are also considered. Our … the price index: (3) linear interpolation results in less fluctuation of prices than the true series: (4) combining either …

Persistent link: https://www.econbiz.de/10008498106

DYNAMIC PROGRAMMING AND SHAPE-PRESERVING INTERPOLATION

Reiter, Michael - Society for Computational Economics - SCE - 2003

Persistent link: https://www.econbiz.de/10005345734

Summation of power series by self-similar factor approximants

Yukalov, V.I.; Gluzman, S.; Sornette, D. - In: Physica A: Statistical Mechanics and its Applications 328 (2003) 3, pp. 409-438

A novel method of summation for power series is developed. The method is based on the self-similar approximation theory. The trick employed is in transforming, first, a series expansion into a product expansion and in applying the self-similar renormalization to the latter rather to the former....

Persistent link: https://www.econbiz.de/10010590096

Univariate cubic L 1 splines – A geometric programming approach

Cheng, Hao; Fang, Shu-Cherng; Lavery, John E. - In: Computational Statistics 56 (2002) 2, pp. 197-229

Univariate cubic L 1 splines provide C 1 -smooth, shape-preserving interpolation of arbitrary data, including data with …

Persistent link: https://www.econbiz.de/10010847774

Univariate cubic L<Subscript>1</Subscript> splines – A geometric programming approach

Cheng, Hao; Fang, Shu-Cherng; Lavery, John E. - In: Mathematical Methods of Operations Research 56 (2002) 2, pp. 197-229

-preserving interpolation of arbitrary data, including data with abrupt changes in spacing and magnitude. The minimization principle for …

Persistent link: https://www.econbiz.de/10010999796

A simple efficient algorithm for interpolation between different grids in both 2D and 3D

Li, Jichun; Chen, C.S. - In: Mathematics and Computers in Simulation (MATCOM) 58 (2002) 2, pp. 125-132

Considering the importance of data transferring between different grids, we present a simple but powerful interpolation … such interpolation between truly unstructured grids. …

Persistent link: https://www.econbiz.de/10010749120

Convergence of numerical methods for valuing path-dependent options using interpolation

Forsyth, P.; Vetzal, K.; Zvan, R. - In: Review of Derivatives Research 5 (2002) 3, pp. 273-314

) and Barraquand and Pudet (1996), among others. In certain cases, interpolation is required because the number of possible … interpolation scheme is selected in appropriately. We concentrate on Asian options, due to their popularity and because of some …

Persistent link: https://www.econbiz.de/10005809715

Computing heterogenous agent models when the distribution matters

Reiter, Michael - Society for Computational Economics - SCE - 2002

Persistent link: https://www.econbiz.de/10005345372

Comparison of two-dimensional r-adaptive finite element methods using various error indicators

Cao, Weiming; Huang, Weizhang; Russell, Robert D. - In: Mathematics and Computers in Simulation (MATCOM) 56 (2001) 2, pp. 127-143

Error indicators based on solution gradients, interpolation errors, and a posteriori error estimates are presented for … both interpolation errors and a posteriori error estimates work well and have better performance than that based on the … solution gradient. Since, the interpolation error is in general easier and more economic to compute than a posteriori error …

Persistent link: https://www.econbiz.de/10010749021

RECURSIVE SOLUTION OF HETEROGENEOUS AGENT MODELS

Reiter, Michael - Society for Computational Economics - SCE - 2001

finite grid. The method combines shape-preserving interpolation of the value function in endogenous variables with a … simplicial linear interpolation in nonlinear transformations of other state variables. A shape-preserving interpolation scheme is … developed that is particularly suitable for value functions that arise from capital accumulation problems. This interpolation …

Persistent link: https://www.econbiz.de/10005345594