Geodesic
Some problems of exponential smoothing
Applications of Mathematics, Tome 34 (1989) no. 2, pp. 161-169

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

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 
@article{10_21136_AM_1989_104344,
     author = {Cipra, Tom\'a\v{s}},
     title = {Some problems of exponential smoothing},
     journal = {Applications of Mathematics},
     pages = {161--169},
     publisher = {mathdoc},
     volume = {34},
     number = {2},
     year = {1989},
     doi = {10.21136/AM.1989.104344},
     mrnumber = {0990303},
     zbl = {0673.62079},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104344/}
}
TY  - JOUR
AU  - Cipra, Tomáš
TI  - Some problems of exponential smoothing
JO  - Applications of Mathematics
PY  - 1989
SP  - 161
EP  - 169
VL  - 34
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104344/
DO  - 10.21136/AM.1989.104344
LA  - en
ID  - 10_21136_AM_1989_104344
ER  - 
%0 Journal Article
%A Cipra, Tomáš
%T Some problems of exponential smoothing
%J Applications of Mathematics
%D 1989
%P 161-169
%V 34
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.1989.104344/
%R 10.21136/AM.1989.104344
%G en
%F 10_21136_AM_1989_104344
Cipra, Tomáš. Some problems of exponential smoothing. Applications of Mathematics, Tome 34 (1989) no. 2, pp. 161-169. doi: 10.21136/AM.1989.104344

Cité par Sources :