Research method
Exponential smoothing
Exponential smoothing is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph7
How the method is built, and where it has been read
Depends on
Often reviewed together
Weighted moving average4 readings
Often reviewed together
Finite Impulse Response Filter5 readings
Often reviewed together
Adaptive moving average5 readings
Often reviewed together
Momentum strategy6 readings
Often reviewed together
Price channel7 readings
Often reviewed together
Moving-average crossover7 readings
Often reviewed together
Linear regression7 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.