Master of Science
John M. Carroll
A problem arises from the application of adaptive forecasting to inventory-production systems: where one or more of the time series being forecasted is non-stationary, e.g., experiences a step in the mean, the forecasting model must be manually re-initialized at the new level. It is the prupose of this paper to demonstrate the possibilities of closing this gap.
Salmon, Richard Loyle, "Adaptive exponential smoothing for forecasting non-stationary time series" (1966). Theses and Dissertations. 3438.