The fundamental theorem of exponential smoothing is extended to include the nonasymptotic case where only a finite number of time series observations are available. This extension leads to the ...

Thanks to its very simple recursive computing scheme, exponential smoothing has become a popular technique to forecast time series. In this work, we show the advantages of its multivariate version and ...

A widely used technique in forecasting trends, seasonality and level change. Exponential smoothing works well with data that has a lot of randomness. THIS DEFINITION IS FOR PERSONAL USE ONLY. All ...