Variable and Fixed Interval Exponential Smoothing

02/11/2015

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Exponential smoothers are a simple and memory efficient way to compute running averages of time series. Here we define and describe practical properties of exponential smoothers for signals observed at constant and variable intervals.

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Variable and Fixed Interval Exponential Smoothing

Time Series Using Exponential Smoothing Cells

Exponential bases for partitions of intervals

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Simple, fast and accurate evaluation of the action of the exponential of a rate matrix on a probability vector

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Variable and Fixed Interval Exponential Smoothing

Related Research

Time Series Using Exponential Smoothing Cells

Exponential bases for partitions of intervals

QUANT: A Minimalist Interval Method for Time Series Classification

Orbit: Probabilistic Forecast with Exponential Smoothing

Simple, fast and accurate evaluation of the action of the exponential of a rate matrix on a probability vector

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