Progressive tuning of simple exponential smoothing forecasts

R. D. Snyder

doi:10.1057/jors.1988.67

Progressive tuning of simple exponential smoothing forecasts

R. D. Snyder

Econometrics & Business Statistics

Research output: Contribution to journal › Article › Research › peer-review

10 Citations (Scopus)

Abstract

The paper outlines a finite sample version of exponential smoothing, and proposes a formula for estimating the smoothing parameter. The resulting method, which can be implemented on a recursive basis over time, is compared with alternative approaches, such as progressive numerical optimization of the smoothing parameter and adaptive forecasting on both synthetic and real data.

Original language	English
Pages (from-to)	393-399
Number of pages	7
Journal	Journal of the Operational Research Society
Volume	39
Issue number	4
DOIs	https://doi.org/10.1057/jors.1988.67
Publication status	Published - 1 Jan 1988

Keywords

Exponential smoothing
Forecasting
Kalman filtering
Time-series analysis

Access to Document

10.1057/jors.1988.67

Cite this

@article{adfb1ca882804257b64d3379b3cc4b77,

title = "Progressive tuning of simple exponential smoothing forecasts",

abstract = "The paper outlines a finite sample version of exponential smoothing, and proposes a formula for estimating the smoothing parameter. The resulting method, which can be implemented on a recursive basis over time, is compared with alternative approaches, such as progressive numerical optimization of the smoothing parameter and adaptive forecasting on both synthetic and real data.",

keywords = "Exponential smoothing, Forecasting, Kalman filtering, Time-series analysis",

author = "Snyder, {R. D.}",

year = "1988",

month = jan,

day = "1",

doi = "10.1057/jors.1988.67",

language = "English",

volume = "39",

pages = "393--399",

journal = "Journal of the Operational Research Society",

issn = "0160-5682",

publisher = "Palgrave Macmillan",

number = "4",

}

TY - JOUR

T1 - Progressive tuning of simple exponential smoothing forecasts

AU - Snyder, R. D.

PY - 1988/1/1

Y1 - 1988/1/1

N2 - The paper outlines a finite sample version of exponential smoothing, and proposes a formula for estimating the smoothing parameter. The resulting method, which can be implemented on a recursive basis over time, is compared with alternative approaches, such as progressive numerical optimization of the smoothing parameter and adaptive forecasting on both synthetic and real data.

AB - The paper outlines a finite sample version of exponential smoothing, and proposes a formula for estimating the smoothing parameter. The resulting method, which can be implemented on a recursive basis over time, is compared with alternative approaches, such as progressive numerical optimization of the smoothing parameter and adaptive forecasting on both synthetic and real data.

KW - Exponential smoothing

KW - Forecasting

KW - Kalman filtering

KW - Time-series analysis

UR - http://www.scopus.com/inward/record.url?scp=0023995043&partnerID=8YFLogxK

U2 - 10.1057/jors.1988.67

DO - 10.1057/jors.1988.67

M3 - Article

AN - SCOPUS:0023995043

SN - 0160-5682

VL - 39

SP - 393

EP - 399

JO - Journal of the Operational Research Society

JF - Journal of the Operational Research Society

IS - 4

ER -

Progressive tuning of simple exponential smoothing forecasts

Abstract

Keywords

Access to Document

Other files and links

Cite this