Exponentially Weighted Moved Average (EWMA) with Irregular Updating Periods
作者:
JohnstonF. R.,
期刊:
Journal of the Operational Research Society
(Taylor Available online 1993)
卷期:
Volume 44,
issue 7
页码: 711-716
ISSN:0160-5682
年代: 1993
DOI:10.1057/jors.1993.120
出版商: Taylor&Francis
关键词: Forecasting
数据来源: Taylor
摘要:
AbstractThis paper shows how to modify the smoothing constant for use in an Exponentially Weighted Moving Average system, when data has to be combined either across a number of periods, or is available from only a fraction of a normal forecast review interval.
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