Keyword: exponential smoothing

Found 10 papers in total
I‐SMOOTH: Iteratively Smoothing Mean‐Constrained and Nonnegative Piecewise‐Constant Functions
I‐SMOOTH: Iteratively Smoothing Mean‐Constrained and Nonnegative Piecewise‐Constant Functions
2013,
Continuous nonnegative functions, such as Poisson rate functions, are sometimes...
Online Metric Tracking and Smoothing
Online Metric Tracking and Smoothing
2014,
We consider the online smoothing problem , in which a tracker is required to maintain...
Why the damped trend works
Why the damped trend works
2011,
The damped trend method of exponential smoothing is a benchmark that has been...
Combining exponential smoothing forecasts using Akaike weights
Combining exponential smoothing forecasts using Akaike weights
2011,
Simple forecast combinations such as medians and trimmed or winsorized means are known...
Online process mean estimation using L1-norm exponential smoothing
Online process mean estimation using L1-norm exponential smoothing
2009,
A basic assumption in process mean estimation is that all process data are clean....
A new Bayesian formulation for Holt's exponential smoothing
A new Bayesian formulation for Holt's exponential smoothing
2009,
In this paper we propose a Bayesian forecasting approach for Holt's additive...
Exponential smoothing with a damped multiplicative trend
Exponential smoothing with a damped multiplicative trend
2003,
Multiplicative trend exponential smoothing has received very little attention in the...
Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation
Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation
2004,
Charles Holt's classic paper on exponentially weighted moving averages appeared as...
Forecasting seasonals and trends by exponentially weighted moving averages
Forecasting seasonals and trends by exponentially weighted moving averages
2004,
The paper provides a systematic development of the forecasting expressions for...
Some misconceptions about the behavior of weights in exponential smoothing
Some misconceptions about the behavior of weights in exponential smoothing
1993,
Exponential smoothing methods are presumed to generate exponentially decreasing...
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