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Incremental-decremental rolling window double exponential smoothing

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Publication:5087980
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DOI10.1080/03610918.2018.1475010OpenAlexW2904068865WikidataQ115551268 ScholiaQ115551268MaRDI QIDQ5087980FDOQ5087980

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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