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

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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 
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     author = {Cipra, Tom\'a\v{s}},
     title = {Exponential smoothing for irregular data},
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     zbl = {1164.62377},
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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

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