A New Adaptive-Control Forecasting Method

by C.K.Ng.

Abstract: An adaptive forecasting method in which the smoothing parameter is solely data driven is proposed. Its performance is compared with classical exponential smoothing using data from the M3-competition.

Key Words: Adaptive forecasting; EXCEL Solver; Exponential smoothing; M-competition; Smoothing parameter

Author:
C.K.Ng, ms8sf344@cityu.edu.hk

Editor: Dubey, Umesh Bhayyalal, bhayyalal@gmail.com

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