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Why the damped trend works / Jr Gardner, E. S. in Journal of the operational research society (JORS), Vol. 62 N° 6 (Juin 2011) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 62 N° 6 (Juin 2011) . - pp. 1177–1180 Titre : Why the damped trend works Type de document : texte imprimé Auteurs : Jr Gardner, E. S., Auteur ; McKenzie, E., Auteur Année de publication : 2011 Article en page(s) : pp. 1177–1180 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Forecasting  Time  series  Exponential  smoothing Index. décimale : 001.424 Résumé : The damped trend method of exponential smoothing is a benchmark that has been difficult to beat in empirical studies of forecast accuracy. One explanation for this success is the flexibility of the method, which contains a variety of special cases that are automatically selected during the fitting process. That is, when the method is fitted, the optimal parameters usually define a special case rather than the method itself. For example, in the M3-competition time series, the parameters defined the damped trend method only about 43% of the time using local initial values for the method components. In the remaining series, a special case was selected, ranging from a random walk to a deterministic trend. The most common special case was a new method, simple exponential smoothing with a damped drift term. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v62/n6/abs/jors201037a.html [article] Why the damped trend works [texte imprimé] / Jr Gardner, E. S., Auteur ; McKenzie, E., Auteur . - 2011 . - pp. 1177–1180. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 62 N° 6 (Juin 2011) . - pp. 1177–1180 Mots-clés : Forecasting  Time  series  Exponential  smoothing Index. décimale : 001.424 Résumé : The damped trend method of exponential smoothing is a benchmark that has been difficult to beat in empirical studies of forecast accuracy. One explanation for this success is the flexibility of the method, which contains a variety of special cases that are automatically selected during the fitting process. That is, when the method is fitted, the optimal parameters usually define a special case rather than the method itself. For example, in the M3-competition time series, the parameters defined the damped trend method only about 43% of the time using local initial values for the method components. In the remaining series, a special case was selected, ranging from a random walk to a deterministic trend. The most common special case was a new method, simple exponential smoothing with a damped drift term. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v62/n6/abs/jors201037a.html