Estimation of Double Smoothing Parameters with Simulation
AL-Rafidain Journal of Computer Sciences and Mathematics,
2004, Volume 1, Issue 1, Pages 59-74
AbstractIn this paper we estimate that the equation of smoothing to the first Smoothing is the same equation of double exponentioal smoothing, and finding the equation of prediction of two state first: the variance of the original time cerise xt ,( σ2xt )is the same as the variance of the Ft, , (σ2Ft), ( σ2xt=, σ2Ft), and the second state the variance of xt , , (σ2xt)is not the same as the variance of Ft , σ2ft , ( σ2xt=, σ2Ft),. Ft
This results will be applied to the real data which represent the mean of relative wet of Mosul city, and also to the data obtained form simulation, with use the (χ2 , MSD) to select the best of smoothing.
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