Exponential smoothing: The state of the art

Journal of Forecasting

Volumn 4, Issue 1, 1985, Pages 1-28

  Gardner, Everette S ^a  

^a Department at the Navy Fleet Material Support Office in Mechanicsburg ^*  (United States)

Author keywords

Bibliography exponential smoothing; Comparative methods ARIMA, exponential smoothing; Control charts CUSUM; Evaluation forecast monitoring systems, exponential smoothing, adaptive; Exponential smoothing adaptive, coefficient choice, higher order, review, theory; Seasonality estimation, harmonics Tracking signal methodology; Use inventory control

Indexed keywords

EID: 84984477151     PISSN: 02776693     EISSN: 1099131X     Source Type: Journal    
DOI: 10.1002/for.3980040103     Document Type: Article

References (132)

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3. Discount weighted estimation
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5. Selecting exponential smoothing constants: an application of pattern search
6. The effects of parameter mis‐specification and non‐stationary on the applicability of adaptive forecasts
7. Revising forecasts of accounting earnings: a comparison with the Box‐Jenkins method
8. Difference equations in forecasting formulas
9. The fundamental theorem of exponential smoothing
10. Detection of turning points in a time series
11. 5–8
12. The application of a dynamic forecasting model with inventory control properties
13. A comparison of several adaptive forecasting procedures
14. Adaptive forecasting using the Kalman filter
15. Some recent developments in time series analysis
16. The Holt‐Winters forecasting procedure
17. Forecasting peak demand for an electric utility with a hybrid exponential model
18. Adaptive control of the exponential smoothing constant
19. Extensions of the fundamental theorem of exponential smoothing
20. Specification analysis
21. The optimality of general‐order exponential smoothing
22. A note on exponential smoothing and autocorrelated inputs
23. Bayesian adjustment of sales forecasts in multi‐item inventory control systems
24. The use of exponentially smoothed transition matrices to improve forecasting of cash flows from accounts receivable
25. Prediction by exponentially weighted moving averages and related methods
26. A two‐stage forecasting model: exponential smoothing and multiple regression
27. Forecasting for intermittent demand
28. Selecting Parameters for short‐term forecasting techniques
29. An empirical evaluation of constant and adaptive computer forecasting models for inventory control
30. A sales forecasting comparison
31. A performance test of a run‐based adaptive exponential forecasting technique
32. A note on forecasting by the exponential smoothing operator
33. Forecasting periodic trends by exponential smoothing
34. Adaptive limits in inventory control
35. Adaptive exponential smoothing revisited
36. On simulation studies of adaptive forecasts
37. Earnings estimates and the accuracy of expectational data
38. Forecasting applications of an adaptive multiple exponential smoothing model
39. Quantitative forecasting–the state of the art: extrapolative methods
40. On selecting a forecasting model
41. A simulation study of smoothing constant limits for an adaptive forecasting system
42. Box‐Jenkins vs. multiple regression: some adventures in forecasting the demand for blood tests
43. Forecasting with exponential smoothing: some guidelines for model selection
44. Automatic monitoring of forecast errors
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48. Monitoring schemes in short‐term forecasting
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50. Empirical comparison of models for short‐range forecasting
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53. Short‐term sales forecasting
54. Exponential smoothing and short‐term sales forecasting
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57. A new look at Brown's dynamic inventory system
58. Exponential smoothing for multivariate time series
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60. A comparison of short and medium range forecasting methods
61. Optimal linear inventory control and first order exponential smoothing
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63. Some comments on the initialization of exponential smoothing
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68. Averages of forecasts: some empirical results
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73. A comparison of standard forecasting systems with the Box‐Jenkins approach
74. A comparison of some standard seasonal forecasting systems
75. An analysis of general exponential smoothing
76. The monitoring of exponentially weighted forecasts
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78. An empirical evaluation of individual item forecasting models
79. Adaptive control of exponential smoothing parameters by evolutionary operation
80. The dynamics and statistics of exponential smoothing operators
81. Optimal properties of exponentially weighted forecasts
82. Some observations on adaptive forecasting
83. Experience with forecasting univariate time series and the combination of forecasts (with discussion)
84. Simulation and adaptive forecasting as applied to inventory control
85. Exponential smoothing as a special case of a linear stochastic system
86. Exponential forecasting: some new variations
87. Self‐adaptive forecasting reconsidered
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89. A comment on forecasting and stock control for intermittent demand
90. A review of short‐term projection techniques
91. A general class of Holt‐Winters type forecasting models
92. The development of a self‐adaptive forecasting technique
93. Adaptive forecasting techniques
94. Viewpoints
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98. Some observations on adaptive forecasting
99. The optimal choice of the smoothing constant in an inventory control system
100. Monitoring a forecasting system
101. Exponential smoothing with an adaptive response rate
102. A note on short‐term forecasting using an irregular time interval
103. Prediction by progressive correction
104. A technique for initializing exponential smoothing forecasts
105. A program for short‐term sales forecasting
106. Comparison of different systems of exponentially weighted prediction
107. A comparison of adaptive forecasting techniques
108. Forecasting sales by exponentially weighted moving averages