Charles Holt's report on exponentially weighted moving averages: An introduction and appreciation

International Journal of Forecasting

Volumn 20, Issue 1, 2004, Pages 1-3

  Ord, Keith ^a  

^a GEORGETOWN UNIVERSITY   (United States)

Author keywords

Charles Holt's report; Exponentially weighted moving averages; Introduction

Indexed keywords

EID: 0742306414     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2003.09.016     Document Type: Article

References (6)

1. Holt C.E. Forecasting trends and seasonal by exponentially weighted averages ONR Memorandum vol. 52 1957 Carnegie Institute of Technology Pittsburgh, USA
2. Makridakis S. Hibon M. The M3 competition International Journal of Forecasting 16 2000 451-476
3. Makridakis S. Wheelwright S.C. Hyndman R.J. Forecasting methods and applications 3rd ed. 1998 Wiley New York
4. Ord J.K. Koehler A.B. Snyder R.D. Estimation and prediction for a class of dynamic nonlinear statistical models Journal of the American Statistical Association 92 1997 1621-1629
5. Pegels C.C. Exponential forecasting: Some new variations Management Science 12 1969 311-315
6. Winters P.R. Forecasting sales by exponentially weighted moving averages Management Science 6 1960 324-342