Exponential smoothing is often used for analysis of time-series data.Įxponential smoothing is one of many window functions commonly applied to smooth data in signal processing, acting as low-pass filters to remove high-frequency noise. It is an easily learned and easily applied procedure for making some determination based on prior assumptions by the user, such as seasonality. Whereas in the simple moving average the past observations are weighted equally, exponential functions are used to assign exponentially decreasing weights over time. Generates a forecast of future values of a time seriesĮxponential smoothing is a rule of thumb technique for smoothing time series data using the exponential window function.
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