Forecasting Periodic Trends by Exponential Smoothing
James M. Dobbie · Operations Research · 1963
Some commodities are known to have periodic trends, through seasonal variations and other variations that are repetitive. In forecasting these trends it is desirable to use a set of periodic functions. A method is obtained for the computation of the required coefficients in exponential smoothing when the set of fitting functions consists of a finite number of sine and cosine functions, or such functions multiplied by exponential functions. Explicit expressions are derived for some particular cases.