A New Look at Higher-Order Exponential Smoothing for Forecasting

M. L. Goodman
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M. L. Goodman: AT&T Long Lines, 130 John Street, New York, New York

Operations Research, 1974, vol. 22, issue 4, 880-888

Abstract: This paper applies residual analysis to build up improved forecasts from exponential smoothing models. The resulting model is not unknown, but the method of achieving it is more straightforward and intuitive than existing methods. The paper also shows that the model is identical to IMA( k , k ) forecasting models.

Date: 1974
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:22:y:1974:i:4:p:880-888

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