# simple exponential smoothing with drift

I have researched all over the text books and software (R/SAS/SPSS), but I have not encountered Simple Exponential Smoothing (SES) with a drift ?

Is it possible to add a drift term to Simple exponential smoothing, so that SES captures the direction of the trend? If yes, how is this implemented in software like forecast package in R or any other software?

Also, is SES with drift equivalent to ARIMA(0,1,1) + Drift ?

1. The theta method of Assimakopoulos and Nikolopoulos (2000) is equivalent to simple exponential smoothing with drift. This is demonstrated in Hyndman and Billah (2003). This is already implemented in the forecast package in R.