7.9 Further reading

  • Two articles by Ev Gardner (Gardner, 1985, 2006) provide a great overview of the history of exponential smoothing, and its many variations.
  • A full book treatment of the subject providing the mathematical details is given by Hyndman et al. (2008).

Bibliography

Gardner, E. S. (1985). Exponential smoothing: The state of the art. Journal of Forecasting, 4(1), 1–28. https://doi.org/10.1002/for.3980040103

Gardner, E. S. (2006). Exponential smoothing: The state of the art — Part II. International Journal of Forecasting, 22, 637–666. https://doi.org/10.1016/j.ijforecast.2006.03.005

Hyndman, R. J., Koehler, A. B., Ord, J. K., & Snyder, R. D. (2008). Forecasting with exponential smoothing: The state space approach. Berlin: Springer-Verlag. http://www.exponentialsmoothing.net