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

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10.1057/jors.1988.67

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KW - Forecasting

KW - Kalman filtering

KW - Time-series analysis

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Progressive tuning of simple exponential smoothing forecasts

Abstract

Keywords

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