Extracting and forecasting the volatility of financial markets is an important empirical problem. Time series of realized volatility or other volatility proxies, such as squared returns, display long range dependence. Exponential smoothing (ES) is a very popular and successful forecasting and signal extraction scheme, but it can be suboptimal for long memory time series. This paper discusses po...

Applications of exponential smoothing to forecasting time series usually rely on three basic methods: simple exponential smoothing, trend corrected exponential smoothing and a seasonal variation thereof. A common approach to selecting the method appropriate to a particular time series is based on prediction validation on a withheld part of the sample using criteria such as the mean absolute per...

Damped trend exponential smoothing has previously been established as an important forecasting method. Here, it is shown to have close links to simple exponential smoothing with a smoothed error tracking signal. A special case of damped trend exponential smoothing emerges from our analysis, one that is more parsimonious because it effectively relies on one less parameter. This special case is c...

ABSTRAKIndonesia dan Prancis adalah dua Negara yang mengalami Covid 19 dengan pola pergerakan kasus berbeda. Kondisi Indonesia masih siklus one wave namun sudah masuk pada second wave. Makna kondisi epidemi baru muncul setelah sebelumnya dianggap selesai. Dalam peramalan baik itu terkait informasi puncak dari terjadinya serta ramalan akan berakhirnya pandemi suatu negara merupakan hal penting b...

Pada bulan Desember 2019, penyebaran virus corona, juga dikenal sebagai SARS-CoV-2, secara resmi dinamai covid-19 oleh World Health Organization pertama kali muncul di Wuhan, Cina. Covid-19 saat ini merupakan ancaman yang sangat serius bagi kehidupan manusia dunia. Prediksi adalah suatu proses memperkirakan sistematis tentang sesuatu paling mungkin terjadi masa depan berdasarkan informasi lalu ...

ABSTRAK
 Indeks Harga Konsumen (IHK) dapat digunakan sebagai indikator ekonomi dan ukuran tingkat biaya produksi, serta berguna dalam memantau kenaikan harga pendapatan. Pemerintah perlu secara berkala menyesuaikan kebijakan inflasi IHK untuk menjaga stabilitas situasi rakyat, mengingat berubah setiap bulan. Penelitian ini bertujuan mengoptimalkan parameter melakukan peramalan periode Nove...

Masindo Karya adalah salah satu perusahaan yang mendistribusi springbed dengan berbagai macam merek ke toko-toko ada di kota Indonesia, khususnya Medan. Pada saat ini proses peramalan jumlah perusaah masih dilakukan secara manual berdasarkan insting dari manajer tersebut serta perhitungan sederhana merata-ratakan penjualan periode tertentu. perusaahan Untuk memprediksi masa depan, data akan dig...

In the exponential smoothing approach to forecasting, restrictions are often imposed on the smoothing parameters which ensure that certain components are exponentially weighted averages. In this paper, a new general restriction is derived on the basis that the one-step ahead prediction error can be decomposed into permanent and transient components. It is found that this general restriction red...

Although single exponential smoothing is a popular forecasting method for wide range of applications involving stationary time series data, consistent rules about choosing the initial value and determining constant (α) are still required, because they directly impact forecast accuracy. The purpose this study to mitigate these shortcomings. First, new setting by weighting derived, its performanc...

CV. Usaha Muda Materials is a company engaged in the distribution of wood, cement, iron and other building materials. Frequent errors data collection purchases sales lead to disinformation goods. Prediction process for estimating how many needs future which include terms quantity, quality, time location needed order meet demand goods or services. number inventory items can be calculated using e...