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Everything about Exponential smoothing
Generates a forecast of future values of a time series
Exponential smoothing or exponential moving average (EMA) is a technique for smoothing time series data using the exponential window function. Whereas in the simple moving average the past observations are weighted equally, exponential functions are used to assign exponentially decreasing weights over time. It is an easily learned and easily applied procedure for making some determination based on prior assumptions by the user, such as seasonality. Exponential smoothing is often used for analysis of time-series data. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Exponential smoothingA 5-minute orientation
- Skim a recent paper: A Hybrid Residual Dilated LSTM and Exponential Smoothing Model for Midterm Electric Load ForecastingInfluential work since 2022
- Pick up a classic book: Differentiable dynamical systemsThe most-reprinted book on the subject
- Read the landmark paper: Exponential smoothing: The state of the artCited 1,098 times
- Go sideways: Bramble–Hilbert lemmaA closely related topic
- Go sideways: Expected shortfallA closely related topic
📖 Definitions
Noun a rule-of-thumb technique for smoothing time series data using the exponential window function.
🏆 Landmark papers (most cited)
Exponential smoothing: The state of the art
Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
A state space framework for automatic forecasting using exponential smoothing methods
Forecasting using simple exponential smoothing method
Exponential smoothing weighted correlations
Exponential Smoothing for Multivariate Time Series
Model Identification in Exponential Smoothing
Smooth transition exponential smoothing
🆕 Influential since 2022
A Hybrid Residual Dilated LSTM and Exponential Smoothing Model for Midterm Electric Load Forecasting
A dual attention LSTM lightweight model based on exponential smoothing for remaining useful life prediction
Energy demand forecasting in China: A support vector regression-compositional data second exponential smoothing model
Exponential smoothing method against the gradient boosting machine learning algorithm-based model for materials forecasting to minimize inventory
Real-Time Prediction of Docker Container Resource Load Based on a Hybrid Model of ARIMA and Triple Exponential Smoothing
📚 Books worth reading
Differentiable dynamical systemsLan Wen · 2016
Business Forecasting w/ ForecastXJ. Holton Wilson, Barry Keating · 2001
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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