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  2. Exponential smoothing - Wikipedia

    en.wikipedia.org/wiki/Exponential_smoothing

    Exponential smoothing or exponential moving average (EMA) is a rule of thumb technique for smoothing time series data using the exponential window function. Whereas in the simple moving average the past observations are weighted equally, exponential functions are used to assign exponentially decreasing weights over time. It is an easily learned ...

  3. Moving average - Wikipedia

    en.wikipedia.org/wiki/Moving_average

    In statistics, a moving average (rolling average or running average or moving mean [1] or rolling mean) is a calculation to analyze data points by creating a series of averages of different selections of the full data set. Variations include: simple, cumulative, or weighted forms. Mathematically, a moving average is a type of convolution.

  4. Autoregressive integrated moving average - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_integrated...

    The default Expert Modeler feature evaluates a range of seasonal and non-seasonal autoregressive (p), integrated (d), and moving average (q) settings and seven exponential smoothing models. The Expert Modeler can also transform the target time-series data into its square root or natural log.

  5. Box–Jenkins method - Wikipedia

    en.wikipedia.org/wiki/Box–Jenkins_method

    In time series analysis, the Box–Jenkins method, [1] named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series model to past values of a time series.

  6. Autoregressive moving-average model - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_moving...

    The notation ARMAX(p, q, b) refers to a model with p autoregressive terms, q moving average terms and b exogenous inputs terms. The last term is a linear combination of the last b terms of a known and external time series d t {\displaystyle d_{t}} .

  7. Forecasting - Wikipedia

    en.wikipedia.org/wiki/Forecasting

    In such situations, the forecasting procedure calculates the seasonal index of the "season" – seven seasons, one for each day – which is the ratio of the average demand of that season (which is calculated by Moving Average or Exponential Smoothing using historical data corresponding only to that season) to the average demand across all seasons.

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