Developing a new approach to estimate the parameters of the damped trend exponential smoothing
سال انتشار: 1399
نوع سند: مقاله کنفرانسی
زبان: انگلیسی
مشاهده: 316
- صدور گواهی نمایه سازی
- من نویسنده این مقاله هستم
استخراج به نرم افزارهای پژوهشی:
شناسه ملی سند علمی:
ICOCS04_076
تاریخ نمایه سازی: 25 فروردین 1400
چکیده مقاله:
Exponential smoothing models are known as an important prediction tool both in business and supply chain management. The aim of this paper is to provide the analytical forecasting properties of the damped trend exponential smoothing model in the class of the “single source of error” framework. Also, in recent years, the damped trend exponential smoothing has developed in the majority of applicable studies. Nowadays, it is applied as a precise approach in forecasting. This paper develops a novel approach by the algebraic mapping between the state-space parameters and the reduced form ARIM parameters. Moreover, it is showed that the new estimation approach can circumvent the difficulties that are possible to appear during estimating directly the damped state-space parameters. Finally, it has considered US energy commodities data to analyze the performance of the damped trend model state space mode estimated with a developed novel approach. The results illustrate that the novel approach works properly, besides, this method is very viable and it can be used in any empirical applications.
کلیدواژه ها:
نویسندگان
S.M.T Fatemi Ghomi
Department of Industrial Engineering, Amirkabir University of Technology, Tehran, Iran
Rahil Dejkam
Department of Industrial Engineering, Amirkabir University of Technology, Tehran, Iran