# Questions tagged [exponential-smoothing]

A basic forecasting technique for time series data, optionally including trend and/or seasonality, but (usually) excluding causal influences.

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### Tuning ARIMA/ETS for univariate time series

I am running auto.arima/ETS models from the forecast package in R on monthly seasonal time series. I see the following fitted ...
• 101
1 vote
47 views

### Variance for exponential smoothing

I want to obtain the analytical expression of variance for simple exponential smoothing . Please help verify and see if the expression could be further simplified , thanks . Assume the discrete time ...
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### Fixed-leg Kalman filter smoother (Rauch–Tung–Striebel) error bounds

Although very intuitive and with plenty of results that talk about the asymptotic convergence of the estimate I wasn't able to track down any paper stating explicitly convergence bounds based on the ...
• 1
30 views

### Does seasonality frequency matter in exponential smoothing?

I'm pretty new to time-series forecasting and I hope that someone could help me out. Referring to Holt-Winters' multiplicative method in https://otexts.com/fpp2/holt-winters.html, how does frequency ...
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37 views

### Exponential fitting in R with fixed minimal value

I need approximate datapoints by exponential function with some type of lower limit (variable "y" is price in time and I need fixed minimal value, so asymptote of exponential function cant ...
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62 views

### Good libraries for exponential time series smoothing

I've a pandas series which contains the daily load consumption of a city for a year. I wish to forecast the load consumption for next year.As a result , I'm making use of exponential time series. The ...
76 views

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### Holt-Winters yields same coefficients no matter what seasonality parameter level set to

really appreciate any help, i've been running HoltWinters on data below, using R. Initially i just used ...
133 views

### How to improve forecast

I have the number of hospitalizations due to a particular disease and I'm trying to forecast the number of hospitalizations for the next 3 months. I've been reading about ARIMA and time series but I'm ...
• 606
347 views

### How to calculate the MSE of exponential smoothing model in R?

I have a dataset of the daily stock price and volume, like this: ...
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