SOME COMMENTS ON THE INITIALIZATION OF EXPONENTIAL SMOOTHING

被引：22

作者：

LEDOLTER, J

ABRAHAM, B

机构：

[1] UNIV IOWA,DEPT MANAGEMENT SCI,IOWA CITY,IA 52242

[2] UNIV WATERLOO,DEPT STAT,WATERLOO N2L 3G1,ONTARIO,CANADA

来源：

关键词：

D O I：

10.1002/for.3980030109

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：79 / 84

页数：6

共 18 条

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[3]

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[4]

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[5]

Brown RG, 1962, SMOOTHING FORECASTIN

[6] OPTIMALITY OF GENERAL-ORDER EXPONENTIAL SMOOTHING [J].

COGGER, KO .

[7]

HOLT CC, 1957, ONR MEMORANDUM CARNE, V52

[8]

Ledolter J., 1978, Metrika, V25, P77, DOI 10.1007/BF02204353

[9] PARSIMONY AND ITS IMPORTANCE IN TIME-SERIES FORECASTING [J].

LEDOLTER, J ;

ABRAHAM, B .

[10]

LJUNG GM, 1979, BIOMETRIKA, V66, P265, DOI 10.1093/biomet/66.2.265