Even though exponential smoothing (ES) is publicized as one of the most successful forecasting methods in the time series literature and it is widely used in practice due to its simplicity, its accuracy can be affected by the initialization and optimization procedures followed. It also suffers from some fundamental problems that can be seen clearly when its weighting scheme is studied closely. Exponential smoothing fails to account for the number of data points that can contribute to the forecast when assigning weights to historical data. ATA smoothing has been proposed as an alternative forecasting method and is shown to perform better than ES when the accuracies are compared on empirical data. In this paper, the properties of ATA that make it stand out from ES models will be discussed by just comparing the simple versions of both models. Empirical performance of the two simple models will also be compared based on popular error metrics.
Birincil Dil  en 

Konular  Matematik ve İstatistik 
Yayımlanma Tarihi  August 
Dergi Bölümü  Articles 
Yazarlar 

Bibtex  @araştırma makalesi { forecasting318295,
journal = {Turkish Journal of Forecasting},
issn = {},
eissn = {26186594},
address = {Giresun University Forecast Research Laboratory},
year = {2017},
volume = {01},
pages = {30  39},
doi = {},
title = {Why and how does exponential smoothing fail? An in depth comparison of ATAsimple and simple exponential smoothing.},
key = {cite},
author = {Yavuz, Idil and Taylan Selamlar, Hanife and Yapar, Guckan}
} 
APA  Yapar, G , Yavuz, I , Taylan Selamlar, H . (2017). Why and how does exponential smoothing fail? An in depth comparison of ATAsimple and simple exponential smoothing.. Turkish Journal of Forecasting, 01 (1), 3039. Retrieved from http://dergipark.gov.tr/forecasting/issue/28688/318295 
MLA  Yapar, G , Yavuz, I , Taylan Selamlar, H . "Why and how does exponential smoothing fail? An in depth comparison of ATAsimple and simple exponential smoothing.". Turkish Journal of Forecasting 01 (2017): 3039 <http://dergipark.gov.tr/forecasting/issue/28688/318295> 
Chicago  Yapar, G , Yavuz, I , Taylan Selamlar, H . "Why and how does exponential smoothing fail? An in depth comparison of ATAsimple and simple exponential smoothing.". Turkish Journal of Forecasting 01 (2017): 3039 
RIS  TY  JOUR T1  Why and how does exponential smoothing fail? An in depth comparison of ATAsimple and simple exponential smoothing. AU  Guckan Yapar , Idil Yavuz , Hanife Taylan Selamlar Y1  2017 PY  2017 N1  DO  T2  Turkish Journal of Forecasting JF  Journal JO  JOR SP  30 EP  39 VL  01 IS  1 SN  26186594 M3  UR  Y2  2017 ER  
EndNote  %0 Turkish Journal of Forecasting Why and how does exponential smoothing fail? An in depth comparison of ATAsimple and simple exponential smoothing. %A Guckan Yapar , Idil Yavuz , Hanife Taylan Selamlar %T Why and how does exponential smoothing fail? An in depth comparison of ATAsimple and simple exponential smoothing. %D 2017 %J Turkish Journal of Forecasting %P 26186594 %V 01 %N 1 %R %U 
ISNAD  Yapar, Guckan , Yavuz, Idil , Taylan Selamlar, Hanife . "Why and how does exponential smoothing fail? An in depth comparison of ATAsimple and simple exponential smoothing.". Turkish Journal of Forecasting 01 / 1 (Ağustos 2017): 3039. 