@article{oai:u-ryukyu.repo.nii.ac.jp:02005747, author = {Chen, Chunhang and 陳, 春航}, journal = {Ryukyu mathematical journal}, month = {Jan}, note = {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}, pages = {1--25}, title = {THEORETICAL RESULTS AND EMPIRICAL STUDIES ON THE FORECASTING ACCURACY OF THE HOLT'S LINEAR EXPONENTIAL SMOOTHING METHOD}, volume = {8}, year = {1996} }