2024-03-29T12:53:04Z
https://u-ryukyu.repo.nii.ac.jp/oai
oai:u-ryukyu.repo.nii.ac.jp:02005747
2022-10-31T02:51:52Z
1642837622505:1642837628262:1642837631502
1642838403551:1642838406414
THEORETICAL RESULTS AND EMPIRICAL STUDIES ON THE FORECASTING ACCURACY OF THE HOLT'S LINEAR EXPONENTIAL SMOOTHING METHOD
Chen, Chunhang
陳, 春航
open access
The Holt's linear exponential smoothing method has been frequently used to forecast a time series that has a trend. In this paper, we investigate the forecasting accuracy of this method. We give theoretical results on the asymptotic prediction errors for some stochastic processes. Using real-life time series data, we show short-range forecasting performances of this method. Problems related to the range of the smoothing parameters are also discussed.
紀要論文
Department of Mathematical Science, College of Science, University of the Ryukyus
1996-01-20
eng
departmental bulletin paper
VoR
http://hdl.handle.net/20.500.12000/18809
http://hdl.handle.net/20.500.12000/18809
https://u-ryukyu.repo.nii.ac.jp/records/2005747
1344-008X
AA10779580
Ryukyu mathematical journal
8
1
25
https://u-ryukyu.repo.nii.ac.jp/record/2005747/files/Vol8p001.pdf