# Some problems of exponential smoothing

Aplikace matematiky (1989)

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

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topCipra, 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

top- R. G. Brown, Smoothing, Forecasting and Prediction of Discrete Time Series, Prentice-Hall, London, 1962. (1962)
- R. G. Brown R. F. Meyer, 10.1287/opre.9.5.673, Operations Research 9 (1961), 673-685. (1961) Zbl0102.35702MR0143317DOI10.1287/opre.9.5.673
- T. Cipra, Time Series Analysis with Applications in Economy, SNTL/ALFA, Prague, 1986 (in Czech). (1986)
- D. A. D'Esopo, 10.1287/opre.9.5.686, Operations Research 9 (1961), 686-687. (1961) MR0143318DOI10.1287/opre.9.5.686
- 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) Zbl0493.62082MR0676229DOI10.1287/mnsc.28.9.1035
- T. B. Fomby R. C. Hill S. R. Johnson, Advanced Econometric Methods, Springer, New York, 1984. (1984) Zbl0599.62135MR0753284

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