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.
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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     title = {Exponential smoothing for irregular data},
     journal = {Applications of Mathematics},
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     year = {2006},
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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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