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Generalization of the Brown single parameter exponential smoothing method. (Chinese. English summary) Zbl 1106.65007

Summary: This paper generalizes the Brown single parameter exponential smoothing method from a polynomial of degree 2 to a polynomial of degree 3, the quartic exponential smoothing method. It utilizes the econometrics software Eviews 4.0 and the software Matlab 7.0 to forecast in short term with the actual data. The quartic exponential smoothing method can follow the nonlinear trend of time series better and can also forecast better.

MSC:

65D10 Numerical smoothing, curve fitting
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C60 Computational problems in statistics (MSC2010)

Software:

EViews; Matlab
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