The double exponential moving average (DEMA), which reduces lag time, is another important indicator. Nearly all trading ...
Sometimes the optimization process results in weights near zero or one. For Simple or Double (Brown) Exponential Smoothing, a level weight near zero implies that simple differencing of the time series ...
Crane, D. B., and James R. Crotty. "A Two-Stage Forecasting Model: Exponential Smoothing and Multiple Regression." Management Science 13, no. 8 (April 1966).
The FORECAST procedure includes the following features: choice of the following four forecasting methods: exponential smoothing: single, double, triple, or Holt two-parameter smoothing stepwise ...