| Title:
|
Some problems of exponential smoothing (English) |
| Author:
|
Cipra, Tomáš |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
34 |
| Issue:
|
2 |
| Year:
|
1989 |
| Pages:
|
161-169 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
The paper deals with some practical problems connected with the classical exponential smoothing in time series. The fundamental theorem of the exponential smoothing is extended to the case with missing observations and an interpolation procedure in the framework of the exponential smoothing is described. A simple method of the exponential smoothing for multivariate time series is suggested. (English) |
| Keyword:
|
fundamental theorem of exponential smoothing |
| Keyword:
|
missing observations |
| Keyword:
|
interpolation procedure |
| Keyword:
|
multivariate time series |
| Keyword:
|
time series |
| MSC:
|
60G35 |
| MSC:
|
62M10 |
| MSC:
|
62M20 |
| MSC:
|
90A20 |
| idZBL:
|
Zbl 0673.62079 |
| idMR:
|
MR0990303 |
| DOI:
|
10.21136/AM.1989.104344 |
| . |
| Date available:
|
2008-05-20T18:36:27Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/104344 |
| . |
| Reference:
|
[1] R. G. Brown: Smoothing, Forecasting and Prediction of Discrete Time Series.Prentice-Hall, London, 1962. |
| Reference:
|
[2] R. G. Brown R. F. Meyer: The fundamental theorem of exponential smoothing.Operations Research 9 (1961), 673-685. MR 0143317, 10.1287/opre.9.5.673 |
| Reference:
|
[3] T. Cipra: Time Series Analysis with Applications in Economy.SNTL/ALFA, Prague, 1986 (in Czech). |
| Reference:
|
[4] D. A. D'Esopo: A note on forecasting by the exponential smoothing operator.Operations Research 9 (1961), 686-687. MR 0143318, 10.1287/opre.9.5.686 |
| Reference:
|
[5] P. G. Enns J. A. Machak W. A. Spivey W. J. Wrobleski: Forecasting applications of an adaptive multiple exponential smoothing model.Management Science 28 (1982), 1035-1044. MR 0676229, 10.1287/mnsc.28.9.1035 |
| Reference:
|
[6] T. B. Fomby R. C. Hill S. R. Johnson: Advanced Econometric Methods.Springer, New York, 1984. MR 0753284 |
| . |
