A DESIGN OF ADAPTIVE EXPONENTIAL SMOOTHING USING A CHANGE DETECTION STATISTIC

DOI10.15807/JORSJ.35.109zbMath0758.62035OpenAlexW2169187399MaRDI QIDQ4015405

Duk bin Jun

Publication date: 11 February 1993

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.35.109

zbMATH Keywords

predictionmeanvariancemean square errorlimiting distributionforecastingadaptive exponential smoothing methodchange detection statisticrandom level change

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic distribution theory in statistics (62E20)

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