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Changes between Version 5 and Version 6 of NonLinearFilters


Ignore:
Timestamp:
Mar 30, 2011, 5:36:12 PM (15 years ago)
Author:
Pedro Gea
Comment:

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  • NonLinearFilters

    v5 v6  
    7777Si representamos y denominamos al parámetro de inicialización del filtro con la letra épsilon, podemos escribir:
    7878{{{
    79 Filter.Delta(delta, epsilon) = (1-delta)/(1-delta*B) |_epsilon : Input
     79Filter.Delta(delta, epsilon; Input) = (1-delta)/(1-delta*B) |_epsilon : Input
    8080}}}
    81 [[LatexEquation(\textrm{Delta}_t(\delta, \epsilon) = {\frac{1-\delta}{1-\delta B}}|_\epsilon : I_t)]]
     81[[LatexEquation(\textrm{Delta}(\delta, \epsilon; I_t) = {\frac{1-\delta}{1-\delta B}}|_\epsilon : I_t)]]
    8282
    8383A menudo se confunde la necesidad de conocer un primer valor del filtro ({{{Filter_0}}})
    … …  
    9292
    9393{{{
    94 Filter.Delta0(delta) = Filter.Delta(delta, 0) = (1-delta)/(1-delta*B) |_0 : Input
     94Filter.Delta0(delta; Input) = Filter.Delta(delta, 0; Input) = (1-delta)/(1-delta*B) |_0 : Input
    9595}}}
    96 [[LatexEquation(\textrm{Delta0}_t(\delta) = \textrm{Delta}_t(\delta,0) = {\frac{1-\delta}{1-\delta B}}|_0 : I_t)]]
     96[[LatexEquation(\textrm{Delta0}(\delta; I_t) = \textrm{Delta}_t(\delta,0; I_t) = {\frac{1-\delta}{1-\delta B}}|_0 : I_t)]]
    9797
    9898== Filtro delta estacional. Filtro s-delta ==