Jumlah pengangguran yang tinggi dapat menghambat proses pembangunan ekonomi, sehingga diperlukan sistem peramalan untuk mengetahui jumlah di Asahan berpengaruh terhadap kebijakan pemerintah dalam pengambilan keputusan sebelum terjadinya peningkatan pengangguran. Peramalan ini berdasarkan data aktual kurun waktu 12 tahun menggunakan metode Double Exponential Smoothing (DES). Metode akurasi digun...

We consider a bivariate Markov chain Z={Zk}k≥1={(Xk,Yk)}k≥1 taking values on product space Z=X×Y, where X is possibly uncountable and Y={1,…,|Y|} finite state-space. The purpose of the paper to find sufficient conditions that guarantee exponential convergence smoothing, filtering predictive probabilities: supn≥t‖P(Yt:∞∈⋅|Xl:n)−P(Yt:∞∈⋅|Xs:n)‖TV≤Ksαt,a.s. Here t≥s≥l≥1, Ks σ(Xs:∞)-measurable rand...

Pharmacies are part of the distribution category drug sales and purchases. The demand for drugs becomes a focal point in customers to drugs. Employees act prepare record purchase orders following month. activity sorting available unavailability supply data often takes long time. Exponential smoothing method is forecasting moving averages by providing easy-to-analyze weighting. Time series with ...

Perusahaan dibidang bisnis pasti membutuhkan sebuah peramalan penjualan yang bertujuan untuk merencanakan di periode selanjutnya. Peramalan adalah salah satu bagian penting dalam perusahaan membaca keadaan pasar membuat keputusan. UD. Mandiri Mebel & Office Equipment merupakan usaha bergerak persediaan barang rumah tangga dan perkantoran. Dari hasil wawancara terdapat problem pada instansi ...

Extracting and forecasting the volatility of financial markets is an important empirical problem. Time series of realized volatility or other volatility proxies, such as squared returns, display long range dependence. Exponential smoothing (ES) is a very popular and successful forecasting and signal extraction scheme, but it can be suboptimal for long memory time series. This paper discusses po...

Damped trend exponential smoothing models have gained importance in empirical studies due to their remarkable forecasting performance. This paper derives their theoretical forecast error variance, based on the implied ARIMA model, as algebraic function of the structural parameters. As a consequence, the minimum mean squared error (MMSE) forecasts as well as the h-step ahead theoretical forecast...

Multivariate time series may contain outliers of different types. In the presence of such outliers, applying standard multivariate time series techniques becomes unreliable. A robust version of multivariate exponential smoothing is proposed. The method is affine equivariant, and involves the selection of a smoothing parameter matrix by minimizing a robust loss function. It is shown that the rob...

This article considers three standard asset pricing models with adaptive agents and stochastic dividends. The models only di er in the parameters to be estimated. We assume that only limited information is used to construct estimators. Therefore, parameters are not estimated consistently. More precisely, we assume that the parameters are estimated by exponential smoothing, where past parameters...

Using an innovations state space approach, it has been found that the Akaike information criterion (AIC) works slightly better, on average, than prediction validation on withheld data, for choosing between the various common methods of exponential smoothing for forecasting. There is, however, a puzzle. Should the count of the seed states be incorporated into the penalty term in the AIC formula?...