Practical exponential smoothing credibility
β Scribed by Erhard Kremer
- Book ID
- 112915281
- Publisher
- Springer-Verlag
- Year
- 1990
- Tongue
- German
- Weight
- 233 KB
- Volume
- 19
- Category
- Article
- ISSN
- 1864-0281
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
Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a modeling framework incorporating stochastic models, likelihood calculation, prediction intervals and procedures for model selection, was not de