haku: @journal_id 525 / yhteensä: 244
viite: 3 / 244
| Tekijä: | Farnum, N. R. |
| Otsikko: | Exponential smoothing:Behavior of the ex-post sum of squares near 0 and 1 |
| Lehti: | Journal of Forecasting
1992 : JAN, VOL. 11:1, p.47-56 |
| Asiasana: | STATISTICAL METHODS FORECASTING TECHNIQUES TIME SERIES OPTIMIZATION |
| Kieli: | eng |
| Tiivistelmä: | Exponential smoothing is a popular method for short-term forecasting. When using simple exponential smoothing on a given time series, the nature of the relationship between the optimal smoothing constant and the autocorrelation structure of the series remains an unresolved question. The author suggests that renewed investigations of the ex-post sum of squares function may prove helpful to get a better insight into the nature of this relationship. Results are presented that illustrate how the optimal smoothing constant depends on the value used to initialize the smoothing and on the sample autocorrelation coefficients of the observed series. |
SCIMA