We extend the argument initiated by Cox (1961) that the exponential smoothing formula can be made more robust for multi-step forecasts if the smoothing parameter is adjusted as a function of the ...
The classical exponential smoothing procedure to be applied to a sequence of observations (Xn, ≥ 1) is modified into some adaptive variants and also generalized to the recursive scheme Wn+1=u(Wn, Xn) ...
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