Abstract
When choosing smoothing parameters in exponential smoothing, the choice can be made by either minimizing the sum of squared one-step-ahead forecast errors or minimizing the sum of the absolute onestep- ahead forecast errors. In this article, the resulting forecast accuracy is used to compare these two options.
DOI
10.22237/jmasm/1146456600
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
