Using composite moving averages to forecast sales

D J Robb () and E A Silver
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D J Robb: The University of Auckland
E A Silver: Faculty of Management, The University of Calgary

Journal of the Operational Research Society, 2002, vol. 53, issue 11, 1281-1285

Abstract: Abstract Combining moving averages has been suggested as a simple and practical means to improve sales forecasting. Here we present a natural extension whereby combinations of all possible moving averages up to a given number of periods are employed. We evaluate the method's performance relative to other methods, such as simple moving averages and exponentially-weighted moving averages, on two industrial data sets. Particular attention is placed on methods for selecting the number of periods employed, and on handling noisy data.

Keywords: forecasting; time series; combinations of moving averages (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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DOI: 10.1057/palgrave.jors.2601440

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