An evaluation of two time series techniques: Brown's exponential smoothing and Box Jenkins methodology

The problem discussed in this thesis is how to obtain an accurate forecast for a particular time series data. In particular, forecasting performances of the Box-Jenkins method and Brown's Exponential Smoothing Method are compared over three sets of data.

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Bibliographic Details
Main Authors: Samonte, Donna Fay B., Tiu, Geraldine Ang
Format: text
Language:English
Published: Animo Repository 1991
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/etd_bachelors/15960
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Institution: De La Salle University
Language: English
Description
Summary:The problem discussed in this thesis is how to obtain an accurate forecast for a particular time series data. In particular, forecasting performances of the Box-Jenkins method and Brown's Exponential Smoothing Method are compared over three sets of data.