Author's retrospective on 'forecasting seasonals and trends by exponentially weighted moving averages'

Article Abstract:

A need is felt that forecast accuracy is important as a high forecast leads to excessive inventories, and a low forecast leads to stockouts. The exponentially weighted moving averages (EWMA), is reported to be more widely used for computerized forecasting the US than any other forecasting system.

Usage, Preview of coming year, Technological forecasting, Future of computing

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Charles Holt's report on exponentially weighted moving averages: an introduction and appreciation

Article Abstract:

Charles Holt's classic paper on exponentially weighted moving average appeared, as Report ONR 52 from the Office of Naval Research in 1957. An attempt is undertaken to indicate that the paper still has some lessons for modern practice, in terms of both method specification and method choice.

Holt, Charles

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Forecasting seasonals and trends by exponentially weighted moving averages

Article Abstract:

A systematic development of forecasting expressions for exponential weighted moving averages is presented. It is a reprinted version of the 1957 report to the Office of Naval Research (ONR 52).

National Security, Office of Naval Research, United States. Office of Naval Research

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