The success of the company requires careful planning. Perusahaan Daerah Air Minum (PDAM) is a drinking water facility management that plays an important role in supporting smooth development region with influence revenue targets. Prediction targets deemed necessary for accurate and effective decision making. Predictions are made by comparing double moving average (DMA) exponential smoothing (DE...

Oil palm is one of the largest agricultural products in Indonesia and has high economic value can improve welfare oil farmers. The research was conducted at PT. Agro Putra Lestari regarding production, having its address Jln.Imam Bonjol No.179 Kisaran with name leader being Mr. Anda Puta Lubis, SE, M, Ma. a company that produces fruit which still running. spread across Asahan area, including Me...

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...

We develop a class of numerical methods for stiff systems, based on the method of exponential time differencing. We describe schemes with secondand higher-order accuracy, introduce new Runge–Kutta versions of these schemes, and extend the method to show how it may be applied to systems whose linear part is nondiagonal. We test the method against other common schemes, including integrating facto...

We study the impact of alternative detrending techniques on the distributional properties of U.S. output time series. We detrend GDP and industrial production time series employing first-differencing, Hodrick-Prescott and bandpass filters. We show that the resulting distributions can be approximated by symmetric Exponential-Power densities, with tails fatter than those of a Gaussian. We also em...

In a recent paper, Naidu [1975] has proposed that thereversal intervals of the geomagnetic field for the period 0-76 m.y. are not independent. In fact, the author has fitted a firstorder autoregressive moving average model to the data published by Heirtzler e~ a/. [1968]. This conclusion, if true, is of importance because it suggests that the mechanism governing the reversals of the geomagnetic...

An approach to exponential smoothing that relies on a linear single source of error state space model is outlined. A maximum likelihood method for the estimation of associated smoothing parameters is developed. Commonly used restrictions on the smoothing parameters are rationalised. Issues surrounding model identi…cation and selection are also considered. It is argued that the proposed revised ...

The method developed and described in this paper departs from the traditional time series analysis approach. The starting premise is that a time series can be broken down into a number of characteristic cases, each of which potentially holds the key for indicating the value of the subsequent observation. The case that constitutes the beginning of the forecasting horizon (the reference case) is ...

Automatic forecasts of large numbers of univariate time series are often needed in business. It is common to have over one thousand product lines that need forecasting at least monthly. In these circumstances, an automatic forecasting algorithm is an essential tool. Automatic forecasting algorithms must determine an appropriate time series model, estimate the parameters and compute the forecast...