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单词 exponential smoothing
释义
exponential smoothing

Statistics
  • A method of smoothing a time series. Let x1, x2,…, xn denote the observed values, and let x̂1, x̂2,…, x̂n be a corresponding set of smoothed values computed using the formulaeexponential smoothingwhere α (0<α<1) is a constant. An equivalent formula isexponential smoothingThe value of α is usually chosen to minimize With this value of α, t is called the exponentially weighted moving average (EWMA).

    With this value of α, the formula may be adapted for forecasting a time series having neither trend (see moving average) nor seasonality by writingexponential smoothingwhere t + 1 is the predicted value for time (t + 1) and it is assumed that a long series of values exists.


Economics
  • A forecast based on the weighted average of the past values of the variable, in which the weights assigned to the past values decline exponentially with the lag length. This procedure is also used for data smoothing and is a version of the weighted moving average technique.


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