The Dynamics and Statistics of Exponential Smoothing Operations

Robert H. Morris and C. Roger Glassey
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Robert H. Morris: Eastman Kodak Company, Rochester, New York
C. Roger Glassey: Eastman Kodak Company, Rochester, New York

Operations Research, 1963, vol. 11, issue 4, 561-569

Abstract: Certain of the dynamic and statistical properties of exponential smoothing operators are investigated primarily by means of the differential equations appropriate to their continuous analogues. Particular attention is given to Brown and Meyer's estimator of the current mean value of a time series exhibiting a quadratic trend.

Date: 1963
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