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Some problems of exponential smoothing
Applications of Mathematics, Tome 34 (1989) no. 2, pp. 161-169
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The paper deals with some practical problems connected with the classical exponential smoothing in time series. The fundamental theorem of the exponential smoothing is extended to the case with missing observations and an interpolation procedure in the framework of the exponential smoothing is described. A simple method of the exponential smoothing for multivariate time series is suggested.
The paper deals with some practical problems connected with the classical exponential smoothing in time series. The fundamental theorem of the exponential smoothing is extended to the case with missing observations and an interpolation procedure in the framework of the exponential smoothing is described. A simple method of the exponential smoothing for multivariate time series is suggested.
DOI : 10.21136/AM.1989.104344
Classification : 60G35, 62M10, 62M20, 90A20
Keywords: fundamental theorem of exponential smoothing; missing observations; interpolation procedure; multivariate time series; time series 
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Cipra, Tomáš. Some problems of exponential smoothing. Applications of Mathematics, Tome 34 (1989) no. 2, pp. 161-169. doi: 10.21136/AM.1989.104344

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