7.9 拓展阅读

  • Ev Gardner的两篇文章 (Gardner, 1985, 2006) 对指数平滑的历史以及它的许多变形提供了一个很好的概述。
  • Hyndman et al. (2008) 全书给出了这个主题的数学细节。

参考文献

Gardner, E. S. (1985). Exponential smoothing: The state of the art. Journal of Forecasting, 4(1), 1–28. https://doi.org/10.1002/for.3980040103

Gardner, E. S. (2006). Exponential smoothing: The state of the art — Part II. International Journal of Forecasting, 22, 637–666. https://doi.org/10.1016/j.ijforecast.2006.03.005

Hyndman, R. J., Koehler, A. B., Ord, J. K., & Snyder, R. D. (2008). Forecasting with exponential smoothing: The state space approach. Berlin: Springer-Verlag. http://www.exponentialsmoothing.net