Golden exponential smoothing: a self-adjusted method for identifying optimum alpha / Foo Fong Yeng, Azrina Suhaimi and Soo Kum Yoke

• Main Authors: Yeng, Foo Fong, Suhaimi, Azrina, Yoke, Soo Kum
• Format: Article
• Language: English
• Published: Universiti Teknologi MARA 2020
• Subjects: Mathematical statistics. Probabilities
• Online Access: http://ir.uitm.edu.my/id/eprint/48125/1/48125.pdf; http://ir.uitm.edu.my/id/eprint/48125/; https://mjoc.uitm.edu.my
• Institution: Universiti Teknologi Mara

The conventional double exponential smoothing is a forecasting method that troubles the forecaster with a tremendous choice of its parameter, alpha. The choice of alpha would greatly influence the accuracy of prediction. In this paper, an integrated forecasting method named Golden Exponential Smooth...