[R] time series: smooth and aggregate?

jfontain@free.fr jfontain at free.fr
Tue Sep 27 17:29:50 CEST 2005

I am working on automatic optimization of ARIMA parameters.
That takes a lot of computing power, which I would like to reduce by aggregating
and smoothing.

Any thoughts on the subject?
Suggested algorithms?
What is the best order? aggregate then smooth or smooth then aggregate?

Many thanks in advance,


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