FORECAST.ETS applies an exponential triple smoothing (ETS) algorithm to create forecasts that can include trend and seasonal ...

The fundamental theorem of exponential smoothing is extended to include the nonasymptotic case where only a finite number of time series observations are available. This extension leads to the ...

https://doi.org/10.2307/2581393 • https://www.jstor.org/stable/2581393 Copy URL Adaptive exponential smoothing models are designed to improve performance by letting ...

In the STEPAR method, PROC FORECAST first fits a time trend model to the series and takes the difference between each value and the estimated trend. (This process is called detrending.) Then, the ...