Review of recent development: Exponential smoothing - I

Authors:
Robert M. Oliver
Affiliations:
University of California, Berkeley, CA 94720, USA
Venue:
Operations Research Letters
Year:
1984

Citing 3
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Abstract

Some new insights and results for exponential smoothing with application to forecasting and parameter estimation. Multidimensional exponential smoothing is described by a Kalman filter model with a limiting stationary gain matrix.