Long term currency forecast with multiple trend corrected exponential smoothing with shifting lags

Exponential Smoothing with a Damped Multiplicative Trend

Multiplicative trend exponential smoothing has received very little attention in the literature. It involves modelling the local slope by smoothing successive ratios of the local level, and this leads to a forecast function that is the product of level and growth rate. By contrast, the popular Holt method uses an additive trend formulation. It has been argued that more real series have multipli...

Damped trend exponential smoothing: A modelling viewpoint

In the past twenty years, damped trend exponential smoothing has performed well in numerous empirical studies and is now well established as an accurate forecasting method. The original motivation for this method was intuitively appealing, but said very little about why or when it provided an optimal approach. The aim of this paper is to provide a theoretical rationale for the damped trend meth...

Damped Trend Exponential Smoothing: Prediction and Control

Damped trend exponential smoothing models have gained importance in empirical studies due to their remarkable forecasting performance. This paper derives their theoretical forecast error variance, based on the implied ARIMA model, as algebraic function of the structural parameters. As a consequence, the minimum mean squared error (MMSE) forecasts as well as the h-step ahead theoretical forecast...

A Comparison Between Time Series, Exponential Smoothing, and Neural Network Methods To Forecast GDP of Iran

Image Smoothing with Exponential Functions

Noise reduction in images, also known as image smoothing, is an essential and rst step before further processings are done on the image. The key to image smoothing is to preserve important features while removing noise from the image. Gaussian function is widely used in image smoothing. Recently it has been reported that exponential functions (value of the exponent is not equal to 2) perform su...