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EXPONENTIALLY WEIGHTED MOVING AVERAGE (EWMA) WITH IRREGULAR UPDATING PERIODS

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UNSPECIFIED (1993) EXPONENTIALLY WEIGHTED MOVING AVERAGE (EWMA) WITH IRREGULAR UPDATING PERIODS. [Journal Item]

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Abstract

This paper shows how to modify the smoothing constant for use in an Exponentially Weighted Moving Average system, when data has to be combined either across a number of periods, or is available from only a fraction of a normal forecast review interval.

Item Type: Journal Item
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Journal or Publication Title: JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY
Publisher: STOCKTON PRESS
ISSN: 0160-5682
Date: July 1993
Volume: 44
Number: 7
Number of Pages: 6
Page Range: pp. 711-716
Publication Status: Published
URI: http://wrap.warwick.ac.uk/id/eprint/21214

Data sourced from Thomson Reuters' Web of Knowledge

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