Chapter 4: Exponential
Smoothing Methods
- 4/1 Averaging methods
- 4/1/1 The mean
- 4/1/2 Moving averages
- 4/2 Exponential smoothing methods
- 4/2/1 Single exponential smoothing
- 4/2/2 Single exponential smoothing: an adaptive approach
- 4/2/3 Holt's linear method
- 4/2/4 Holt-Winters' trend and seasonality method
- 4/2/5 Exponential smoothing: Pegels' classification
- 4/3 A comparison of methods
- 4/4 General aspects of smoothing methods
- 4/4/1 Initialization
- 4/4/2 Optimization
- 4/4/3 Prediction intervals
- References and selected bibliography
- Exercises
Back to outline
of contents.