Exponential Smoothing (R news & tutorials)

Posts Tagged ‘ exponential smoothing ’

Exponential decay models

May 17, 2012

All models are wrong, some models are more wrong than others. The streetlight model Exponential decay models are quite common. But why? One reason a model might be popular is that it contains a reasonable approximation to the mechanism that generates the data. That is seriously unlikely in this case. When it is dark and … Continue reading...

Statistique de l’assurance STT6705V, partie 12 bis

December 7, 2010

By arthur charpentier

Statistique de l’assurance STT6705V, partie 12 bis

In the previous post (here) discussing forecasts of actuarial quantities, I did not mention much how to forecast the temporal component in the Lee-Carter model. Actually, many things can be done. Consider here some exponential smoothing techniques ...