Title :
Setting method of smoothing constant in exponential smoothing
Author :
Morimoto, J. ; Kasamatsu, H. ; Higuchi, A. ; Yoshida, T. ; Tabuchi, T.
Author_Institution :
Tokushima Bunri Univ., Kagawa, Japan
Abstract :
This article presents a method for setting the smoothing constant in the exponential smoothing. In a practical situation of the trend estimation, the smoothing constant is set relying on an analyst´s background. We propose an adaptive setting method of the smoothing constant by solving the problem of tuning the gain of the Kalman filter.
Keywords :
Kalman filters; exponential distribution; smoothing methods; Kalman filter; adaptive setting method; exponential smoothing; gain tuning problem; smoothing constant; trend estimation;
Conference_Titel :
SICE 2004 Annual Conference
Conference_Location :
Sapporo
Print_ISBN :
4-907764-22-7
