Incremental-decremental rolling window double exponential smoothing

DOI10.1080/03610918.2018.1475010OpenAlexW2904068865WikidataQ115551268 ScholiaQ115551268MaRDI QIDQ5087980

Joseph Ross

Publication date: 4 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1475010

zbMATH Keywords

exponential smoothingHolt-Wintersincremental decremental algorithmrolling window method

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• The Fundamental Theorem of Exponential Smoothing
• Forecasting Trends in Time Series

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