Author's retrospective on 'forecasting seasonals and trends by exponentially weighted moving averages'
Article Abstract:
A need is felt that forecast accuracy is important as a high forecast leads to excessive inventories, and a low forecast leads to stockouts. The exponentially weighted moving averages (EWMA), is reported to be more widely used for computerized forecasting the US than any other forecasting system.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2004
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Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation
Article Abstract:
Charles Holt's classic paper on exponentially weighted moving average appeared, as Report ONR 52 from the Office of Naval Research in 1957. An attempt is undertaken to indicate that the paper still has some lessons for modern practice, in terms of both method specification and method choice.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2004
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Forecasting seasonals and trends by exponentially weighted moving averages
Article Abstract:
A systematic development of forecasting expressions for exponential weighted moving averages is presented. It is a reprinted version of the 1957 report to the Office of Naval Research (ONR 52).
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2004
User Contributions:
Comment about this article or add new information about this topic:
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