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Kybernetika 32(3):289-306, 1996.

Robust Methods in Exponential Smoothing

Jiří Michálek


Abstract:

The paper deals with robust modification of exponential smoothing with additive outliers. The presented modification is based on the M-estimates approach. Simple and double exponential smoothing procedures are discussed in detail. A robust version of famous Holt's method is given, too.


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BIB TeX

@article{kyb:1996:3:289-306,

author = {Mich\'{a}lek, Ji\v{r}\'{\i}},

title = {Robust Methods in Exponential Smoothing},

journal = {Kybernetika},

volume = {32},

year = {1996},

number = {3},

pages = {289-306}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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