关于平滑系数和初始值的确定

指数平滑法直接用于预测有两个关键问题需要解决,一是初始值的确定;二是平滑系数的确定,这两者不仅直接影响预测结果,而且两者之间还具有内在联系,因此,采用随机地给出二、三个平滑系数,进行估计标准误差比较,从中选取的不一定是最佳值,也就得不到最佳估计效果,本文通过分析研究,给出一种实用、简便且可操作的方法,帮助解决这两个问题。

About Determination of Smoothing Coefficient and Initial Value

There are two problems to be solved if index smoothing method is directly used for prediction: determination of initial value and smoothing coefficient, both of which not only directly affect predicting results, but also have internal associations. Therefore, when two or three smoothing coefficients given at random are used to compare standard errors, what is selected from them is not the best value, so best estimating results are not obtained. In this paper, through analysis and study, a practical and convenient method is given to solve these two problems.