Model predictive control in optimizing stock portfolio based on stock prediction data using Holt-Winter’s exponential smoothing
نویسندگان
چکیده
منابع مشابه
Robust forecasting with exponential and holt-winters smoothing
Robust versions of the exponential and Holt–Winters smoothing method for forecasting are presented. They are suitable for forecasting univariate time series in the presence of outliers. The robust exponential and Holt–Winters smoothing methods are presented as recursive updating schemes that apply the standard technique to pre-cleaned data. Both the update equation and the selection of the smoo...
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ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2021
ISSN: 1742-6588,1742-6596
DOI: 10.1088/1742-6596/1821/1/012030