Overview
Exponential weighting is a method of creating a smoothed series from an underlying time series. Each point in the exponentially weighted series is dependent on all points prior in time to the current point. The influence of a point from the past goes down as the difference in time increases.Algorithms
- Exponential Weighting : simple exponential weighting
- Exponential Moving Average with Trend : adds a trend component
- Exponential Moving Average with Trend and Seasonality : includes both a trend and an adjustment for Seasonality