EXPONENTIAL SMOOTHING AND NON-NEGATIVE DATA
β Scribed by Muhammad Akram; Rob J. Hyndman; J. Keith Ord
- Book ID
- 110971686
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 383 KB
- Volume
- 51
- Category
- Article
- ISSN
- 1369-1473
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The paper is devoted to robust modifications of exponential smoothing for time series with outliers or long-tailed distributions. Classical exponential smoothing applied to such time series is sensitive to the presence of outliers or long-tailed distributions and may give inadequate smoothing and fo
## Abstract Adaptive exponential smoothing methods allow a smoothing parameter to change over time, in order to adapt to changes in the characteristics of the time series. However, these methods have tended to produce unstable forecasts and have performed poorly in empirical studies. This paper pre