Timeline for Using a stationary data set with exponential smoothing
Current License: CC BY-SA 3.0
4 events
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| Aug 6, 2015 at 7:33 | comment | added | Zachary Blumenfeld | Possible duplicate of stats.stackexchange.com/questions/76696/… . I do not know what you are doing to make the data non-stationary, but it doesn't sound like a good idea to transform data from a stationary to non-stationary series. Rather, it would seem more appropriate to use one of the many other time series models available which assume stationary (i.e. mean reversion, ARMA and so forth). Furthermore, what makes you think your series is stationary? | |
| Aug 5, 2015 at 20:39 | comment | added | Carol.Kar | @Repmat Thx for your reply! Would you be so kind to point out some questions regarding using stationary data with exponential smoothing. Thx in advance! | |
| Aug 5, 2015 at 20:27 | comment | added | Repmat | I can think no advantage for non stationary data. All books (and answers here on SE) I have read tells one thing: do not use non stationary data, you have no idea what will happen | |
| Aug 5, 2015 at 20:12 | history | asked | Carol.Kar | CC BY-SA 3.0 |