Journal article
Some comments on the initialization of exponential smoothing
Journal of forecasting, Vol.3(1), pp.79-84
01/1984
DOI: 10.1002/for.3980030109
Abstract
It is shown that the traditional choice for the initial smoothed statistics in general exponential smoothing leads to the same forecasts as the equivalent ARIMA model, provided that one uses zero starting values for the initial shocks. In addition, an initialization which uses ‘backforecasts’ as initial smoothed statistics is considered, and its relationship to unconditional least squares is explored. Copyright © 1984 John Wiley & Sons, Ltd.
Details
- Title: Subtitle
- Some comments on the initialization of exponential smoothing
- Creators
- Johannes Ledolter - University of IowaBovas Abraham - University of Waterloo
- Resource Type
- Journal article
- Publication Details
- Journal of forecasting, Vol.3(1), pp.79-84
- Publisher
- John Wiley & Sons, Ltd
- DOI
- 10.1002/for.3980030109
- ISSN
- 0277-6693
- eISSN
- 1099-131X
- Number of pages
- 6
- Language
- English
- Date published
- 01/1984
- Academic Unit
- Statistics and Actuarial Science; Business Analytics
- Record Identifier
- 9984380449402771
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