Geodesic
Exponential smoothing for irregular data
Applications of Mathematics, Tome 51 (2006) no. 6, pp. 597-604.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Various types of exponential smoothing for data observed at irregular time intervals are surveyed. Double exponential smoothing and some modifications of Holt’s method for this type of data are suggested. A real data example compares double exponential smoothing and Wright’s modification of Holt’s method for data observed at irregular time intervals.
DOI : 10.1007/s10492-006-0023-9
Classification : 60G35, 62M10, 62M20, 90A20
Keywords: double exponential smoothing; exponential smoothing; Holt’s method; Holt-Winters method; irregular time intervals; missing observations; time series 
@article{10_1007_s10492_006_0023_9,
     author = {Cipra, Tom\'a\v{s}},
     title = {Exponential smoothing for irregular data},
     journal = {Applications of Mathematics},
     pages = {597--604},
     publisher = {mathdoc},
     volume = {51},
     number = {6},
     year = {2006},
     doi = {10.1007/s10492-006-0023-9},
     mrnumber = {2291784},
     zbl = {1164.62377},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1007/s10492-006-0023-9/}
}
TY  - JOUR
AU  - Cipra, Tomáš
TI  - Exponential smoothing for irregular data
JO  - Applications of Mathematics
PY  - 2006
SP  - 597
EP  - 604
VL  - 51
IS  - 6
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.1007/s10492-006-0023-9/
DO  - 10.1007/s10492-006-0023-9
LA  - en
ID  - 10_1007_s10492_006_0023_9
ER  - 
%0 Journal Article
%A Cipra, Tomáš
%T Exponential smoothing for irregular data
%J Applications of Mathematics
%D 2006
%P 597-604
%V 51
%N 6
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1007/s10492-006-0023-9/
%R 10.1007/s10492-006-0023-9
%G en
%F 10_1007_s10492_006_0023_9
Cipra, Tomáš. Exponential smoothing for irregular data. Applications of Mathematics, Tome 51 (2006) no. 6, pp. 597-604. doi : 10.1007/s10492-006-0023-9. http://geodesic.mathdoc.fr/articles/10.1007/s10492-006-0023-9/

Cité par Sources :