A New Look at Higher-Order Exponential Smoothing for Forecasting

1 August 1974

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research

Vol. 22 (4) , 880-888
https://doi.org/10.1287/opre.22.4.880

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.

Keywords

BUILD
EXPONENTIAL SMOOTHING
EXISTING METHODS
ORDER EXPONENTIAL
HIGHER ORDER
NEW LOOK
SMOOTHING MODELS

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