ROBUST ESTIMATION OF THE AREA OF ADEQUACY OF FORECASTING ONE-PARAMETER MODEL OF EXPONENTIAL SMOOTHING

FORECASTING ONE-PARAMETER MODEL OF EXPONENTIAL SMOOTHING

identify intervals of a given quality in the range of admissible values of the internal parameter

ROBUST ESTIMATION OF THE AREA OF ADEQUACY OF FORECASTING ONE-PARAMETER MODEL OF EXPONENTIAL SMOOTHING

exponential smoothing, inverse verification, forecasting model adequacy, robust interval estimation

the method of robust estimation of the adequacy area of the forecasting one-parameter exponential smoothing model is developed, which allows one to analytically evaluate the limits of the adequacy area of the forecasting model

forecasting, business analytics

The limitation of the proposed method is the length of the time series