Exponentially Weighted Moving Average (EWMA) with irregular updating periods

Exponentially Weighted Moving Average (EWMA) with irregular updating periods

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Article ID: iaor1994765
Country: United Kingdom
Volume: 44
Issue: 7
Start Page Number: 711
End Page Number: 716
Publication Date: Jul 1993
Journal: Journal of the Operational Research Society
Authors:
Abstract:

This paper shows how to modify the smoothing constant for use in an Exponentially Weighted Moving Average system, when data has to be combined either across a number of periods, or is available from only a fraction of a normal forecast review interval.

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