3 ms·
I'm not sure I agree; in a sense the exponential smoothing approaches deliberately factor in time by looking back in time by the seasonality stride. But yes, th
by jldugger 7y ago
I'm not sure I agree; in a sense the exponential smoothing approaches deliberately factor in time by looking back in time by the seasonality stride. But yes, the reason it's called triple exponential smoothing is that you're repeatedly transforming the data into a form amenable to classical methods. Zero centering and detrending are exactly that of what you speak. But at the end of all this, you still use these components to produce a prediction.