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Smoothing

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The term "smoothing" is often used to refer to techniques that can be applied to time series data in order to produce smoothed (less noisy or slower moving) data for presentation, or to make out-of-sample forecasts.

  • Weighted-moving average (WMA) in Excel
  • Brown's Simple Exponential Smoothing in Excel (SESMTH)
  • Holt's Double Exponential Smoothing in Excel (DESMTH)
  • Brown's Linear Exponential Smoothing in Excel (LESMTH)
  • Holt-Winters' Triple Exponential Smoothing in Excel (TESMTH)
  • General Exponential Smoothing (GESMTH) with trend in Excel
  • General Exponential Smoothing (GESMTH) with trend, seasonality and Chatfield adjustment.
  • Linear Trend function in Excel
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