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A Note on some Exponential Smoothing Forecasting Methods

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  • Pritibhushan Sinha

    (Indian Institute of Management Kozhikode)

Abstract

We consider the single, double and triple exponential smoothing methods, in which additive trend and seasonality may be included. These are compared among themselves and also with last-value forecasting. This is done using a theoretical model and data from an actual time series. We observe that, double or triple exponential smoothing methods may give more accurate forecasts than last-value or single exponential smoothing forecasts sometimes. But, often, there may not be much difference among such methods.

Suggested Citation

  • Pritibhushan Sinha, 2008. "A Note on some Exponential Smoothing Forecasting Methods," Working papers 34, Indian Institute of Management Kozhikode.
    • Handle: RePEc:iik:wpaper:34
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    File URL: https://iimk.ac.in/websiteadmin/FacultyPublications/Working%20Papers/34fullp.pdf?t=37
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