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A DESIGN OF ADAPTIVE EXPONENTIAL SMOOTHING USING A CHANGE DETECTION STATISTIC - MaRDI portal

A DESIGN OF ADAPTIVE EXPONENTIAL SMOOTHING USING A CHANGE DETECTION STATISTIC (Q4015405)

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scientific article
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A DESIGN OF ADAPTIVE EXPONENTIAL SMOOTHING USING A CHANGE DETECTION STATISTIC
scientific article

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    A DESIGN OF ADAPTIVE EXPONENTIAL SMOOTHING USING A CHANGE DETECTION STATISTIC (English)
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    11 February 1993
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    prediction
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    forecasting
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    adaptive exponential smoothing method
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    change detection statistic
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    random level change
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    mean
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    variance
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    limiting distribution
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    mean square error
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