Exponential smoothing forecasting: Extreme values analysis

Exponential smoothing forecasting: Extreme values analysis

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Article ID: iaor199021
Country: United States
Volume: 27
Start Page Number: 52
End Page Number: 57
Publication Date: Nov 1986
Journal: Production and Inventory Management Journal
Authors:
Abstract:

The author looks at the behaviour of exponential smoothing models when the smoothing constants take on extreme values. In the case of Holt’s and Winter’s models, they may perform naively or under restricted conditions.

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