An evaluation of two time series techniques: Brown's exponential smoothing and Box Jenkins methodology
Date of Publication
1991
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Applied Mathematics
College
College of Science
Department/Unit
Mathematics and Statistics
Abstract/Summary
The problem discussed in this thesis is how to obtain an accurate forecast for a particular time series data. In particular, forecasting performances of the Box-Jenkins method and Brown's Exponential Smoothing Method are compared over three sets of data.
Abstract Format
html
Language
English
Format
Accession Number
TU05709
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
170 leaves
Keywords
Time-series analysis; Functions, Exponential; Geometrical models; Exponential functions
Recommended Citation
Samonte, D. B., & Tiu, G. (1991). An evaluation of two time series techniques: Brown's exponential smoothing and Box Jenkins methodology. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/15960
