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Crane, D. B., and James R. Crotty. "A Two-Stage Forecasting Model: Exponential Smoothing and Multiple Regression." Management Science 13, no. 8 (April 1966).
For Linear (Holt) Exponential Smoothing, a level weight near zero implies that the smoothed trend is constant and that an ARIMA model with deterministic trend may be a more appropriate model. For ...
Lisitsa uses the example of a toggle button ... Lisitsa named animation using this formula exponential smoothing. The comparison with the square root is shown in the figure below.
Data smoothing is done by ... prices and historical ones, while an exponential moving average (EMA) puts more weight on recent price data. The random walk model is commonly used to describe ...