Concepedia

Smoothing Parameters

Smoothing Parameters is a set of scalar coefficients within an exponential smoothing model that governs the weighting decay of past observations in forecasting, distinguishing it as the mechanism determining the responsiveness to historical data trends and level adjustments.

317

Publications

39.8K

Citations

575

Authors

346

Institutions

Publications per year

2017–2026

51

Parents

Publications

317

Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models

Simon N. Wood · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2010 · 7.6K citations · Full text

, , +15

Optimal Bandwidth Choice for the Regression Discontinuity Estimator

Guido W. Imbens, Kaushik Kalyanaraman · The Review of Economic Studies · 2011 · 2.2K citations · Full text

, , +14

Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models

Simon N. Wood · Journal of the American Statistical Association · 2004 · 2.1K citations · Full text

, , +15

Exponential smoothing: The state of the art

Everette S. Gardner · Journal of Forecasting · 1985 · 1.4K citations

, , +13

Why You Should Never Use the Hodrick-Prescott Filter

James D. Hamilton · The Review of Economics and Statistics · 2017 · 1.3K citations

, , +14

1–5 of 317

Authors

575

  1. ES
    Everette S. Gardner

    University of Houston, United States

    6 publications · 2.5K citations

    6

    h-index

  2. JS
    Jeffrey S. Racine

    McMaster University, Canada

    5 publications · 1K citations

    5

    h-index

  3. RJ
    Rob J. Hyndman

    Monash University, Australia

    4 publications · 1.5K citations

    4

    h-index

  4. GR
    George R. Terrell

    Rice University, United States

    4 publications · 891 citations

    4

    h-index

  5. KB
    K. B. Kulasekera

    Clemson University, United States

    4 publications · 207 citations

    4

    h-index

1–5 of 575

Institutions

346

  1. Texas A&M University

    College Station, United States

    8 h-index

    8 publications

    304 citations

  2. KU Leuven

    Leuven, Belgium

    7 h-index

    11 publications

    535 citations

  3. Virginia Tech

    Blacksburg, United States

    7 h-index

    7 publications

    949 citations

  4. Monash University

    Melbourne, Australia

    6 h-index

    14 publications

    4.2K citations

  5. University of Minnesota

    Minneapolis, United States

    6 h-index

    8 publications

    1.1K citations

  6. University of California San Diego

    San Diego, United States

    5 h-index

    6 publications

    1.8K citations

  7. Australian National University

    Canberra, Australia

    5 h-index

    8 publications

    2.1K citations

  8. Clemson University

    Clemson, United States

    5 h-index

    7 publications

    312 citations

1–8 of 346

Venues

  1. Journal of the American Statistical Association

    32 publications · 7.8K citations

    28

    h-index

  2. International Journal of Forecasting

    18 publications · 3.8K citations

    16

    h-index

  3. Journal of Computational and Graphical Statistics

    JCGS · 9 publications · 340 citations

    9

    h-index

  4. The Annals of Statistics

    7 publications · 335 citations

    7

    h-index

  5. Management Science

    6 publications · 549 citations

    6

    h-index

1–5