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

• Main Authors: Samonte, Donna Fay B., Tiu, Geraldine Ang
• Format: text
• Language: English
• Published: Animo Repository 1991
• Subjects: Time-series analysis; Functions, Exponential; Geometrical models; Exponential functions
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/15960
• Institution: De La Salle University

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.