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
Read in the archive24 of 183 readings
1982Construct ARIMA forecasts from lag diagnostics1984Matching average age across price filters1984Constructing TRIX from a cutoff to one shared alpha1984Residual-impact construction of exponential smoothers1987Constructing a cycle-scaled trend oscillator1988Indicator smoothing: lookback, weight, and scale1988Constructing moving averages: weights, smoothing and crossovers1988Constructing simple and exponential moving averages as specified filters1988Cycle lead from staggered exponential averages1988Three-zone price channel from quadratic smoothing1989Odd-lot short interest as a constructed breadth series1989Smoothing filters, cutoff, poles, and sample delay1989A variable-sensitivity stochastic built on three-sigma bounds1989Alpha-beta lag parameters versus moving-average windows1989Equal-weight zero-cross from smoothed spreads1989Evaluating public versus member short-sale breadth1989Constructing a weekly block-tick breadth z-score1989Evaluating smoothed free reserves and funds-discount spreads1989Lock smoothing inside each short-share before the breadth ratio1989Smoothed three-day futures filter for index option bounces1989Normalize advance-decline series for a common-scale comparison1989Constructing a dual-rate advance-decline oscillator1989Evaluating venue volume as a speculation-breadth signal1990Constructing fund cash and manager-preference filters
This registry entry describes a research method. It is not investment advice and does not make a performance claim.