A DESIGN OF ADAPTIVE EXPONENTIAL SMOOTHING USING A CHANGE DETECTION STATISTIC (Q4015405)
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scientific article; zbMATH DE number 86015
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A DESIGN OF ADAPTIVE EXPONENTIAL SMOOTHING USING A CHANGE DETECTION STATISTIC |
scientific article; zbMATH DE number 86015 |
Statements
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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0.8594383
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0.8477303
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0.8391285
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0.83774936
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