Progressive tuning of simple exponential smoothing forecasts

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10 Citations (Scopus)


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 languageEnglish
Pages (from-to)393-399
Number of pages7
JournalJournal of the Operational Research Society
Issue number4
Publication statusPublished - 1 Jan 1988


  • Exponential smoothing
  • Forecasting
  • Kalman filtering
  • Time-series analysis

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