Exponential smoothing for irregular data

Tomáš Cipra

Applications of Mathematics (2006)

  • Volume: 51, Issue: 6, page 597-604
  • ISSN: 0862-7940

Abstract

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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.

How to cite

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Cipra, Tomáš. "Exponential smoothing for irregular data." Applications of Mathematics 51.6 (2006): 597-604. <http://eudml.org/doc/33269>.

@article{Cipra2006,
abstract = {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.},
author = {Cipra, Tomáš},
journal = {Applications of Mathematics},
keywords = {double exponential smoothing; exponential smoothing; Holt’s method; Holt-Winters method; irregular time intervals; missing observations; time series; Holt's method; Holt-Winters method},
language = {eng},
number = {6},
pages = {597-604},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Exponential smoothing for irregular data},
url = {http://eudml.org/doc/33269},
volume = {51},
year = {2006},
}

TY - JOUR
AU - Cipra, Tomáš
TI - Exponential smoothing for irregular data
JO - Applications of Mathematics
PY - 2006
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 51
IS - 6
SP - 597
EP - 604
AB - 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.
LA - eng
KW - double exponential smoothing; exponential smoothing; Holt’s method; Holt-Winters method; irregular time intervals; missing observations; time series; Holt's method; Holt-Winters method
UR - http://eudml.org/doc/33269
ER -

References

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  1. 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. (1997) 
  2. Some problems of exponential smoothing, Apl. Mat. 34 (1989), 161–169. (1989) Zbl0673.62079MR0990303
  3. 10.1002/for.3980110106, Journal of Forecasting 11 (1992), 57–69. (1992) DOI10.1002/for.3980110106
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  5. 10.1287/mnsc.41.1.174, Manage. Sci. 41 (1995), 174–178. (1995) DOI10.1287/mnsc.41.1.174
  6. 10.1002/for.3980040103, Journal of Forecasting 4 (1985), 1–28. (1985) DOI10.1002/for.3980040103
  7. Forecasting and Time Series Analysis, McGraw-Hill, New York, 1976. (1976) 
  8. Seasonal time series with missing observations, Appl. Math. 41 (1996), 41–55. (1996) Zbl0888.62097MR1365138
  9. 10.1287/mnsc.32.4.499, Manage. Sci. 32 (1986), 499–510. (1986) DOI10.1287/mnsc.32.4.499

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