We present an experiment comparing double exponential smoothing and Kalman filter-based predictive tracking algorithms with derivative free measurement models. Our results show that the double exponential smoothers run approximately 135 times faster with equivalent prediction performance. The paper briefly describes the algorithms used in the experiment and discusses the results. 1 Double Expon...

We investigate the economic performance of a generalised Order-Up-To policy in response to an Auto Regressive stochastic demand process. We focus on the case where the physical production/distribution lead-time is one period and where we forecast demand with simple exponential smoothing. We consider two sets of convex piece-wise linear costs. The first set is the traditional inventory holding a...

In this study oesophageal photoplethysmograph data from eight patients under positive pressure ventilation was analysed to test the hypothesis that the modulations created by the ventilation in the AC PPG single could be used to estimate the venous saturation. In order to estimate the instantaneous arterial and venous saturation Smoothed-pseudo WignerVille Distribution (SPWVD) was utilised. The...

In applications, statistical models are often restricted to what produces reasonable estimates based on the data at hand. In many cases, however, the principles that allow a model to be restricted can be derived theoretically, in the absence of any data and with minimal applied context. We illustrate this point with three well-known theoretical examples from spatial statistics and time series. ...

Standard selection criteria for forecasting models focus on information that is calculated each series independently, disregarding the general tendencies and performance of candidate models. In this paper, we propose a new way to perform statistical model combination incorporates base rates models, which are then revised so per-series taken into account. We examine two schemes based precision s...

In this paper, we reinterpret the most basic exponential smoothing equation as a model of social influence. Exponential smoothing has been used as a time-series forecasting and data filtering technique since the 1950s. The most basic exponential smoothing equation, S t+1 = (1−α)S +αX, is used to estimate the value of a series at time t+ 1, denoted by S , as a convex combination of the current e...

Indeks Harga Konsumen merupakan indeks yang menghitung rata-rata perubahan harga barang dan jasa. Penelitian ini menggunakan data Provinsi Riau bulan Januari tahun 1999 sampai dengan Desember 2021 bersumber dari website resmi Badan Pusat Statistik Riau. bertujuan untuk memberikan gambaran tentang perkembangan konsumen apakah mengalami kenaikan atau penurunan sehingga dapat dijadikan sebagai bah...

Bitcoin is one of the most popular cryptocurrencies today. In current pandemic conditions that hit world due to Covid-19, bitcoin expected be used as an investment when level economic uncertainty high. this study, data price which included in time series data. One commonly methods for prediction linear regression method. And able develop results, a transformation technique using method, namely ...

The Covid-19 pandemic in Indonesia has emerged starting 2020. To know the development of cases, a good calculation is needed. A prediction system can help analyzing accurate data on positive causes, cures, and deaths. right or forecast be answer to question impact that will occur, forecasting provide an overview government community so it hoped related parties prepare for future impacts even re...