A comparison of several adaptive forecasting procedures

Derek W Bunn

Omega, 1980, vol. 8, issue 4, 485-491

Abstract: There is a considerable amount of published research relevant to the selection of automatic, online, single exponential smoothing models, applicable primarily to following a stationary process of data. Research into adaptive, double exponential smoothing models which are applicable to following a linear trend in the data has not been so profuse, however, particularly under strict online design specifications. Five feasible methods from the double exponential family were selected for comparison in this study, which consisted of four separate simulation experiments. The online design specifications are interpreted quite strictly to include adaptiveness, recursiveness, fading memory, computational economy, robustness, self-initialisation and comprehensibility to management.

Date: 1980
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