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Original Articles

Adaptive Smoothing for Forecasting Seasonal Series

Pages 243-248 | Received 01 Apr 1980, Published online: 06 Jul 2007

References

  • Brown , R. G. , Smoothing, Forecasting and Prediction of Discrete Time Series , Prentice-Hall, Inc. , Englewood Cliffs , New Jersey ( 1963 ) .
  • Durbin , J. , and Murphy , M. H. , “ Seasonal Adjustment Based on a Mixed Additive-Multiplicative Model ,” Journal of the Royal Statistical Society A 138 , Part 3, 385 410 ( 1975 ).
  • Montgomery , D. C. , and Johnson , L. A. , Forecasting and Time Series Analysis , McGraw-Hill Book Company , New York ( 1976 ) .
  • Trigg , D. W. , and Leach , A. G. , “ Exponential Smoothing with an Adaptive Response Rate ,” Operational Research Quarterly 18 , 1 , 53 – 59 ( 1967 ).
  • Winters , P. , “ Forecasting Sales by Exponentially Weighted Moving Averages ,” Management Science 6 , 3 , 324 – 342 ( 1960 ).

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