DocumentCode :
914517
Title :
On exponential smoothing of discrete time series (Corresp.)
Author :
Watts, Alfred C.
Volume :
16
Issue :
5
fYear :
1970
fDate :
9/1/1970 12:00:00 AM
Firstpage :
630
Lastpage :
630
Abstract :
The k th-order exponential filter is analyzed using a two-dimensional z transform. The weighting functions for both the data and the initial conditions are derived.
Keywords :
Smoothing methods; Time series;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1970.1054521
Filename :
1054521
Link To Document :
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