Previous |  Up |  Next


double exponential smoothing; exponential smoothing; Holt’s method; Holt-Winters method; irregular time intervals; missing observations; time series
Various types of exponential smoothing for data observed at irregular time intervals are surveyed. Double exponential smoothing and some modifications of Holt’s method for this type of data are suggested. A real data example compares double exponential smoothing and Wright’s modification of Holt’s method for data observed at irregular time intervals.
[1] D. Bote: Exponential smoothing with missing observations and outliers. Proceedings of the 6th  Annual Conference of Doctoral Students, Part  I, J. Šafránková (ed.), Faculty of Mathematics and Physics, Charles University of Prague, 1997, pp. 30–36.
[2] T. Cipra: Some problems of exponential smoothing. Apl. Mat. 34 (1989), 161–169. MR 0990303 | Zbl 0673.62079
[3] T. Cipra: Robust exponential smoothing. Journal of Forecasting 11 (1992), 57–69. DOI 10.1002/for.3980110106
[4] T. Cipra: Dynamic credibility with outliers and missing observations. Appl. Math. 41 (1996), 149–159. MR 1373478 | Zbl 0855.62092
[5] T. Cipra, J. Trujillo, A. Rubio: Holt-Winter’s method with missing observations. Manage. Sci. 41 (1995), 174–178. DOI 10.1287/mnsc.41.1.174
[6] E. S. Gardner: Exponential smoothing: the state of the art. Journal of Forecasting 4 (1985), 1–28. DOI 10.1002/for.3980040103
[7] D. C. Montgomery, L. A. Johnson: Forecasting and Time Series Analysis. McGraw-Hill, New York, 1976.
[8] T. Ratinger: Seasonal time series with missing observations. Appl. Math. 41 (1996), 41–55. MR 1365138 | Zbl 0888.62097
[9] D. J. Wright: Forecasting data published at irregular time intervals using an extension of Holt’s method. Manage. Sci. 32 (1986), 499–510. DOI 10.1287/mnsc.32.4.499
Partner of
EuDML logo