| Title:
|
Exponential smoothing for irregular data (English) |
| Author:
|
Cipra, Tomáš |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
51 |
| Issue:
|
6 |
| Year:
|
2006 |
| Pages:
|
597-604 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
double exponential smoothing |
| Keyword:
|
exponential smoothing |
| Keyword:
|
Holt’s method |
| Keyword:
|
Holt-Winters method |
| Keyword:
|
irregular time intervals |
| Keyword:
|
missing observations |
| Keyword:
|
time series |
| MSC:
|
60G35 |
| MSC:
|
62M10 |
| MSC:
|
62M20 |
| MSC:
|
90A20 |
| idZBL:
|
Zbl 1164.62377 |
| idMR:
|
MR2291784 |
| DOI:
|
10.1007/s10492-006-0023-9 |
| . |
| Date available:
|
2009-09-22T18:27:37Z |
| Last updated:
|
2020-07-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/134655 |
| . |
| Reference:
|
[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. |
| Reference:
|
[2] T. Cipra: Some problems of exponential smoothing.Apl. Mat. 34 (1989), 161–169. Zbl 0673.62079, MR 0990303 |
| Reference:
|
[3] T. Cipra: Robust exponential smoothing.Journal of Forecasting 11 (1992), 57–69. 10.1002/for.3980110106 |
| Reference:
|
[4] T. Cipra: Dynamic credibility with outliers and missing observations.Appl. Math. 41 (1996), 149–159. Zbl 0855.62092, MR 1373478 |
| Reference:
|
[5] T. Cipra, J. Trujillo, A. Rubio: Holt-Winter’s method with missing observations.Manage. Sci. 41 (1995), 174–178. 10.1287/mnsc.41.1.174 |
| Reference:
|
[6] E. S. Gardner: Exponential smoothing: the state of the art.Journal of Forecasting 4 (1985), 1–28. 10.1002/for.3980040103 |
| Reference:
|
[7] D. C. Montgomery, L. A. Johnson: Forecasting and Time Series Analysis.McGraw-Hill, New York, 1976. |
| Reference:
|
[8] T. Ratinger: Seasonal time series with missing observations.Appl. Math. 41 (1996), 41–55. Zbl 0888.62097, MR 1365138 |
| Reference:
|
[9] D. J. Wright: Forecasting data published at irregular time intervals using an extension of Holt’s method.Manage. Sci. 32 (1986), 499–510. 10.1287/mnsc.32.4.499 |
| . |
