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系统工程理论与实践 2004
Quadric Exponential Smoothing Model with Adapted Parameter and Its Applications
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Abstract:
After analyzing traditional quadratic exponential smoothing model,this paper puts forward the concept of dynamic smoothing parameter and sets sup the new model which is automaticaly adapted to the giwen time series?Furthermore,we deduce two kinds of linear trend models with Brown single parameter and Holt double parameter, and the good characters which is different with the traditional model?So some questions, i.e., the smoothing parameter is static and determined by one's experiences, and the smoothing initial value is difficulty to determine and leads to a deviation easily, are resolved completely?Forecasting example shows that the new model is improved much in precision and better in adaptation?