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actual alternative autocorrelation function autocovariance Chapter class limits coefficients column components computations constant model control system cost cycle data vector degrees of freedom demand described discount factor discussed equation estimate example expected value exponential smoothing filter fitting functions forecast errors forecast system frequency future observations impulse response initial conditions initial values input inventory control lead linear combination linear model mean absolute deviation months moving average noise samples normal distribution optimum order point output past data pattern percent period plot polynomial prediction probability distribution probability model problem production quadratic model rally random ratio reorder level represented revised safety factor sampling interval score Section sequence of observations serial correlation Sheet simple simulation smoothing constant square standard deviation Table Ted Patton theoretical tion tracking signal transform transition matrix Unabridged republication variance Warmdot weights
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Ray Ball, Ross Watts - 1972 - Journal of Finance
JSTOR: Smoothing, Forecasting, and Prediction of Discrete Time Series
460 Vol. 3, Iss. No. 4
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