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viernes, 24 de mayo de 2013

Atenuación exponencial simple.

Las observaciones se ponderan, asignando mayor peso a las recientes. Se asigna la ponderación  al nuevo valor observado y 1 -  al pronóstico anterior, suponiendo que 0<

NOTA.
La clave del análisis es el valor de . Si se desea que los pronósticos sean estables y se atenúen las variaciones aleatorias, se requiere de un valor  pequeño. Si se desea una respuesta rápida al cambio real en el patrón de observaciones, resulta más apropiado un valor mayor de . Un método para estimar  consiste en un procedimiento iterativo que minimiza el error medio cuadrado (EMC).

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