A new adaptive method for extrapolative forecasting algorithms

A new adaptive method for extrapolative forecasting algorithms

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Article ID: iaor19991003
Country: Netherlands
Volume: 94
Issue: 1
Start Page Number: 106
End Page Number: 111
Publication Date: Oct 1996
Journal: European Journal of Operational Research
Authors: ,
Abstract:

A quite serious problem when using time series forecasting methods is choosing the smoothing parameter (or parameters). Several methods have been developed, which employ variable, adaptively determined, smoothing factors. A new adaptive method for updating the value of smoothing parameters is introduced in this paper. The proposed model for exponential smoothing methods using one, two and three smoothing parameters is described and the accuracy of the method is measured.

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