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词汇 Exponential smoothing
分类 英语词汇 英语翻译词典
释义

Exponential smoothing

英语百科

Exponential smoothing

Exponential smoothing is a rule of thumb technique for smoothing time series data, particularly for recursively applying as many as three low-pass filters with exponential window functions. Such techniques have broad application that is not intended to be strictly accurate or reliable for every situation. It is an easily learned and easily applied procedure for approximately calculating or recalling some value, or for making some determination based on prior assumptions by the user, such as seasonality. Like any application of repeated low-pass filtering, the observed phenomenon may be an essentially random process, or it may be an orderly, but noisy, process. Whereas in the simple moving average the past observations are weighted equally, exponential window functions assign exponentially decreasing weights over time. The use of three filters is based on empirical evidence and broad application.

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