Some problems of exponential smoothing

Tomáš Cipra

Aplikace matematiky (1989)

  • Volume: 34, Issue: 2, page 161-169
  • ISSN: 0862-7940

Abstract

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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.

How to cite

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Cipra, Tomáš. "Some problems of exponential smoothing." Aplikace matematiky 34.2 (1989): 161-169. <http://eudml.org/doc/15573>.

@article{Cipra1989,
abstract = {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.},
author = {Cipra, Tomáš},
journal = {Aplikace matematiky},
keywords = {fundamental theorem of exponential smoothing; missing observations; interpolation procedure; multivariate time series; time series; fundamental theorem of exponential smoothing; missing observations; interpolation procedure; multivariate time series},
language = {eng},
number = {2},
pages = {161-169},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Some problems of exponential smoothing},
url = {http://eudml.org/doc/15573},
volume = {34},
year = {1989},
}

TY - JOUR
AU - Cipra, Tomáš
TI - Some problems of exponential smoothing
JO - Aplikace matematiky
PY - 1989
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 34
IS - 2
SP - 161
EP - 169
AB - 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.
LA - eng
KW - fundamental theorem of exponential smoothing; missing observations; interpolation procedure; multivariate time series; time series; fundamental theorem of exponential smoothing; missing observations; interpolation procedure; multivariate time series
UR - http://eudml.org/doc/15573
ER -

References

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  1. R. G. Brown, Smoothing, Forecasting and Prediction of Discrete Time Series, Prentice-Hall, London, 1962. (1962) 
  2. R. G. Brown R. F. Meyer, 10.1287/opre.9.5.673, Operations Research 9 (1961), 673-685. (1961) MR0143317DOI10.1287/opre.9.5.673
  3. T. Cipra, Time Series Analysis with Applications in Economy, SNTL/ALFA, Prague, 1986 (in Czech). (1986) 
  4. D. A. D'Esopo, 10.1287/opre.9.5.686, Operations Research 9 (1961), 686-687. (1961) MR0143318DOI10.1287/opre.9.5.686
  5. P. G. Enns J. A. Machak W. A. Spivey W. J. Wrobleski, 10.1287/mnsc.28.9.1035, Management Science 28 (1982), 1035-1044. (1982) MR0676229DOI10.1287/mnsc.28.9.1035
  6. T. B. Fomby R. C. Hill S. R. Johnson, Advanced Econometric Methods, Springer, New York, 1984. (1984) MR0753284

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