Exponential Smoothing with an Adaptive Response Rate
作者:
TriggD. W.,
LeachA. G.,
期刊:
Journal of the Operational Research Society
(Taylor Available online 1967)
卷期:
Volume 18,
issue 1
页码: 53-59
ISSN:0160-5682
年代: 1967
DOI:10.1057/jors.1967.5
出版商: Taylor&Francis
数据来源: Taylor
摘要:
AbstractA modification is proposed to forecasting systems employing exponential smoothing whereby the response rate is varied and made to depend on the value of a tracking signal. In a simple system, this is equivalent to varyingαthe smoothing constant according to the extent to which biased forecasts are being obtained. Such a system is shown to react much faster to, for example, step changes whilst still retaining the facility to filter out random noise.
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