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Abstract

Robust methods in exponential smoothing of time series. Abstract

Michálek Jiří

: Abstracts of the Fourth International Conference on Mathematical Statistics. ProbaStat 2002, p. 32-34 , Eds: Witkovský V.

: Faculty of Mathematics, (Bratislava 2002)

: ProbaStat 2002 /4./, (Smolenice, SK, 04.02.2002-08.02.2002)

: CEZ:AV0Z1075907

: GA402/01/1548, GA ČR

: robust statistics, exponential smoothing

(eng): Exponential smoothing is a very famous and often used recursive procedure for both smoothing and prediction of time series. This procedure is relatively very simple and gives good results in practice. However, in case when data are corrupted by outliers, the classical technique of exponential smoothing can fail. This situation calls for an application of robust statistics methods to exponential smoothing.

: 12B

: BB