DC Field | Value | Language |
---|---|---|
dc.contributor.author | 박해철 | ko |
dc.contributor.author | 박성주 | ko |
dc.date.accessioned | 2013-02-27T04:58:40Z | - |
dc.date.available | 2013-02-27T04:58:40Z | - |
dc.date.created | 2012-02-06 | - |
dc.date.created | 2012-02-06 | - |
dc.date.issued | 1982 | - |
dc.identifier.citation | 한국군사운영분석학회지, v.8, no.1, pp.99 - 107 | - |
dc.identifier.issn | 1229-9898 | - |
dc.identifier.uri | http://hdl.handle.net/10203/66563 | - |
dc.description.abstract | This paper is concerned with the optimality of exponential smoothing applied to the general IMA process with different moving average and differencing orders. Numerical experiments were performed for IMA(m,n) process with various combinations of m and n, and the corresponding forecast errors were compared. Results show that the higher differencing order is more critical to the optimality of exponential smoothing, i.e., the IMA process with the higher moving average order, forecasted by exponential smoothing, has comparatively smaller forecast error. If the difference between the differencing order and the moving average order becomes larger, the accuracy of forecast by exponential smoothing declines gradually. | - |
dc.language | Korean | - |
dc.publisher | 한국군사운영분석학회 | - |
dc.title | 일반적인 IMA과정 에 대한 지수평활 최적성 의 확장 | - |
dc.title.alternative | An Extension of the Optimality of Exponential Smoothing to Integrated Moving Average Process | - |
dc.type | Article | - |
dc.type.rims | ART | - |
dc.citation.volume | 8 | - |
dc.citation.issue | 1 | - |
dc.citation.beginningpage | 99 | - |
dc.citation.endingpage | 107 | - |
dc.citation.publicationname | 한국군사운영분석학회지 | - |
dc.contributor.localauthor | 박성주 | - |
dc.contributor.nonIdAuthor | 박해철 | - |
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