Results 11 to 20 of about 153,046 (296)

Volatility forecasting with smooth transition exponential smoothing [PDF]

International Journal of Forecasting, 2004
Adaptive exponential smoothing methods allow smoothing parameters to change over time, in order to adapt to changes in the characteristics of the time series. This paper presents a new adaptive method for predicting the volatility in financial returns. It enables the smoothing parameter to vary as a logistic function of user-specified variables.
James W Taylor
openaire   +4 more sources

A Comparison of the Smoothing Constant Values Among Exponential Smoothing Methods in Commodity Prices Forecasting

Jurnal RESTI (Rekayasa Sistem dan Teknologi Informasi), 2022
Commodity prices forecasting is one of the business functions to estimate future demand based on past data trend. This study aims to implement a trial and error technique of the constant (alpha α) value in the exponential smoothing method.
Hazriani Hazriani, Yuyun, Mashur Razak
doaj   +1 more source

Observation‐driven exponential smoothing

Stat, 2023
This article presents an approach to forecasting count time series with a form of exponential smoothing built from observation‐driven models. The proposed method is easy to implement and simple to interpret. A variant of the approach is also proposed to handle the impact of outliers on the forecast.
Dimitris Karlis, Xanthi Pedeli, Cristiano Varin   +2 more
openaire   +3 more sources

PREDIKSI JUMLAH CALON PESERTA DIDIK BARU MENGGUNAKAN METODE DOUBLE EXPONENTIAL SMOOTHING DARI BROWN

Jurnal Lebesgue, 2020
Peramalan data statistika memerlukan kesesuaian pola data dengan metode peramalan yang digunakan. Tujuan penelitian ini yaitu memprediksi jumlah mahasiswa baru pada tahun ajaran baru menggunakan metode Double Exponential Smoothing satu parameter dari ...
Aden, Anggela Supriyanti
doaj   +1 more source

Prediction of settlement based on fusion model of Kalman filter and exponential smoothing algorithm

Yantu gongcheng xuebao, 2021
It is difficult to predict the settlement trend and to assess the stability of the settlement due to the large fluctuation and strong discreteness of the settlement monitoring data with noise, and the parameters of the conventional prediction models ...
YU Yong-tang 1, 2, ZHENG Jian-guo 1, 2, ZHANG Ji-wen 1, 3, HUANG Xin 2, XU Wen-tao 2
doaj   +1 more source

Forecasting of water intake and supply in water plant in Johor [PDF]

, 2021
The safety and availability of water are important for public health, domestic use, food, and drink production process. Since water is essential in daily life, the demand for water intake and water supply are increasing. Moreover, it must be ensured that
Azli, Nor Amiratun Najwa, Foo, Fong Ying, Nor, Maria Elena   +2 more
core   +1 more source

Complex exponential smoothing

Naval Research Logistics (NRL), 2022
AbstractExponential smoothing has been one of the most popular forecasting methods used to support various decisions in organizations, in activities such as inventory management, scheduling, revenue management, and other areas. Although its relative simplicity and transparency have made it very attractive for research and practice, identifying the ...
Ivan Svetunkov, Nikolaos Kourentzes, John Keith Ord   +2 more
openaire   +3 more sources

On Holt Winters Algorithm with Decomposition for Forecasting Financial Time Series with Complex Seasonal Patterns [PDF]

Maǧallaẗ Al-Buḥūṯ Al-Mālīyyaẗ wa Al-Tiğāriyyaẗ
One of the most important challenges when analyzing and forecasting the time series is the stability of the series and determining components of the time series such as trend and seasonal.
منى نزيه على عبد البارى
doaj   +1 more source

Smooth transition exponential smoothing [PDF]

Journal of Forecasting, 2004
AbstractAdaptive exponential smoothing methods allow a smoothing parameter to change over time, in order to adapt to changes in the characteristics of the time series. However, these methods have tended to produce unstable forecasts and have performed poorly in empirical studies.
openaire   +2 more sources

An Improvement Single Exponential Smoothing Method for Forecasting in Time Series [PDF]

المجلة العراقية للعلوم الاحصائية, 2010
In this paper we describe single exponential smoothing method, which is used in time series forecasting, and suggest an improving to the single exponential smoothing method through adding the mean of the first differences for the time series for all ...
doaj   +1 more source