نتایج جستجو برای: time series analysis adaptive exponential smoothing level shifts statistical control limits
تعداد نتایج: 6219196 فیلتر نتایج به سال:
We forecast high resolution solar irradiance time series using an exponential smoothing state space (ESSS) model. To stationarize the irradiance data before applying linear time series models, we propose a novel Fourier trend model and compare the performance with other popular trend models using residual analysis and the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test. Using the opt...
Current forecasting software can be problematic in its level of integration with Microsoft Excel forecasting models. Standalone forecasting software operates in a batch mode with Excel and is impossible to run interactively without custom programming. Excel forecasting add-ins are designed to work within Excel and can be automated to use with forecasting models, but lack support for damped tren...
The exponential smoothing prediction algorithm is widely used in spaceflight control and in process monitoring as well as in economical prediction. There are two key conundrums which are open: one is about the selective rule of the parameter in the exponential smoothing prediction, and the other is how to improve the bad influence of outliers on prediction. In this paper a new practical outlier...
An approach to exponential smoothing that relies on a linear single source of error state space model is outlined. A maximum likelihood method for the estimation of associated smoothing parameters is developed. Commonly used restrictions on the smoothing parameters are rationalised. Issues surrounding model identi cation and selection are also considered. It is argued that the proposed revised ...
Applications of exponential smoothing to forecasting time series usually rely on three basic methods: simple exponential smoothing, trend corrected exponential smoothing and a seasonal variation thereof. A common approach to selecting the method appropriate to a particular time series is based on prediction validation on a withheld part of the sample using criteria such as the mean absolute per...
Applications of exponential smoothing to forecast time series usually rely on three basic methods: simple exponential smoothing, trend corrected exponential smoothing and a seasonal variation thereof. A common approach to select the method appropriate to a particular time series is based on prediction validation on a withheld part of the sample using criteria such as the mean absolute percentag...
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