Some problems of exponential smoothing
Cipra, Tomáš
Applications of Mathematics, Tome 34 (1989), p. 161-169 / Harvested from Czech Digital Mathematics Library
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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.

Publié le : 1989-01-01
Classification:  60G35,  62M10,  62M20,  90A20 
@article{104344,
     author = {Tom\'a\v s Cipra},
     title = {Some problems of exponential smoothing},
     journal = {Applications of Mathematics},
     volume = {34},
     year = {1989},
     pages = {161-169},
     zbl = {0673.62079},
     mrnumber = {0990303},
     language = {en},
     url = {http://dml.mathdoc.fr/item/104344}
}

Cipra, Tomáš. Some problems of exponential smoothing. Applications of Mathematics, Tome 34 (1989) pp. 161-169. http://gdmltest.u-ga.fr/item/104344/

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