{"id":"https://openalex.org/W1577569604","doi":null,"title":"Estimation of Smoothing Constant of Minimum Variance Searching Optimal Parameters of Weight","display_name":"Estimation of Smoothing Constant of Minimum Variance Searching Optimal Parameters of Weight","publication_year":2010,"publication_date":"2010-06-18","ids":{"openalex":"https://openalex.org/W1577569604","mag":"1577569604"},"language":"en","primary_location":{"id":"pmh:oai:repository.osakafu-u.ac.jp:10466/12709","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10466/12709","pdf_url":null,"source":{"id":"https://openalex.org/S4306401449","display_name":"Osaka Prefecture University Repository (Osaka Prefecture University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I15807432","host_organization_name":"Osaka Prefecture University","host_organization_lineage":["https://openalex.org/I15807432"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/10466/12709","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5056706113","display_name":"Keiko Nagata","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I15807432","display_name":"Osaka Prefecture University","ror":"https://ror.org/02cf1je33","country_code":"JP","type":"education","lineage":["https://openalex.org/I15807432","https://openalex.org/I4387152983"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Keiko Nagata","raw_affiliation_strings":["Osaka  prefecture University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Osaka  prefecture University","institution_ids":["https://openalex.org/I15807432"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5026173185","display_name":"Kazuhiro Takeyasu","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I15807432","display_name":"Osaka Prefecture University","ror":"https://ror.org/02cf1je33","country_code":"JP","type":"education","lineage":["https://openalex.org/I15807432","https://openalex.org/I4387152983"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Kazuhiro Takeyasu","raw_affiliation_strings":["Osaka  prefecture University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Osaka  prefecture University","institution_ids":["https://openalex.org/I15807432"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I15807432"],"apc_list":null,"apc_paid":null,"fwci":1.2853,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.81515169,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"56","issue":"1","first_page":"13","last_page":"35"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.0005000000237487257,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exponential-smoothing","display_name":"exponential smoothing","score":0.9210000038146973},{"id":"https://openalex.org/keywords/arma-1-1-model","display_name":"ARMA(1,1) model","score":0.8690000176429749},{"id":"https://openalex.org/keywords/detrending","display_name":"detrending","score":0.9419999718666077},{"id":"https://openalex.org/keywords/forecast-accuracy","display_name":"forecast accuracy","score":0.5170000195503235}],"concepts":[{"id":"https://openalex.org/C133710760","wikidata":"https://www.wikidata.org/wiki/Q775837","display_name":"Exponential smoothing","level":2,"score":0.8479132652282715},{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.8220188617706299},{"id":"https://openalex.org/C2777027219","wikidata":"https://www.wikidata.org/wiki/Q1284190","display_name":"Constant (computer programming)","level":2,"score":0.6853895783424377},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6107969880104065},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.5401069521903992},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.519099235534668},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.48025062680244446},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.44568267464637756},{"id":"https://openalex.org/C110342517","wikidata":"https://www.wikidata.org/wiki/Q1129902","display_name":"Constant coefficients","level":2,"score":0.428916335105896},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.4278906583786011},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4274800419807434},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.36291539669036865},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.36008286476135254},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2749648690223694},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.08525654673576355},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:repository.osakafu-u.ac.jp:10466/12709","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10466/12709","pdf_url":null,"source":{"id":"https://openalex.org/S4306401449","display_name":"Osaka Prefecture University Repository (Osaka Prefecture University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I15807432","host_organization_name":"Osaka Prefecture University","host_organization_lineage":["https://openalex.org/I15807432"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},{"id":"mag:1577569604","doi":null,"is_oa":false,"landing_page_url":"https://www.apiems.org/archive/apiems2010/pdf/OR/314.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4210190782","display_name":"International Journal of Japan Association for Management Systems","issn_l":"1884-2089","issn":["1884-2089","2188-2460"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"International Journal of Japan Association for Management Systems","raw_type":null}],"best_oa_location":{"id":"pmh:oai:repository.osakafu-u.ac.jp:10466/12709","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10466/12709","pdf_url":null,"source":{"id":"https://openalex.org/S4306401449","display_name":"Osaka Prefecture University Repository (Osaka Prefecture University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I15807432","host_organization_name":"Osaka Prefecture University","host_organization_lineage":["https://openalex.org/I15807432"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":null},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7065665949","https://openalex.org/W7095136169","https://openalex.org/W7095336713","https://openalex.org/W1526361298","https://openalex.org/W2338287478","https://openalex.org/W7019545626","https://openalex.org/W648762097","https://openalex.org/W7099275639","https://openalex.org/W2155805504","https://openalex.org/W2752889686"],"abstract_inverted_index":{"Focusing":[0],"that":[1],"the":[2,56,77,83,100,135,155,161],"equation":[3],"of":[4,18,20,36,85,104,145,148,154],"exponential":[5,24],"smoothing":[6,21,25,40,146],"method(ESM)":[7],"is":[8,27,42,74,97,139,150,169,183,187],"equivalent":[9],"to":[10,65,71,99],"(1,1)":[11],"order":[12,89,94],"ARMA":[13],"model":[14],"equation,":[15],"new":[16],"method":[17,26,59,73,177,182],"estimation":[19],"constant":[22,41,147],"in":[23,46,76],"proposed":[28],"before":[29],"by":[30,82,123],"us":[31],"which":[32],"satisfies":[33],"minimum":[34],"variance":[35],"forecasting":[37,67,168],"error.":[38],"Generally,":[39],"selected":[43],"arbitrary.":[44],"But":[45],"this":[47,61,72,176],"paper,":[48],"we":[49,63],"utilize":[50],"above":[51],"stated":[52],"theoretical":[53],"solution.":[54],"Combining":[55],"trend":[57,138,157,164,180],"removing":[58,81,158,165,181],"with":[60],"method,":[62],"aim":[64],"improve":[66],"accuracy.":[68],"An":[69],"approach":[70],"executed":[75,98,170],"following":[78],"method.":[79],"Trend":[80],"combination":[84],"linear":[86],"and":[87,92,120,129,160,178],"2nd":[88],"non-linear":[90,95],"function":[91,96],"3rd":[93],"original":[101],"shipping":[102],"data":[103,159],"consumer":[105],"goods.":[106],"The":[107],"weights":[108,131],"for":[109,115,126,152],"these":[110,172],"functions":[111],"are":[112,132],"set":[113],"0.5":[114],"two":[116],"patterns":[117,128],"at":[118],"first":[119],"then":[121],"varied":[122],"0.01":[124],"increment":[125],"three":[127],"optimal":[130],"searched.":[133],"For":[134],"comparison,":[136],"monthly":[137,156,163],"removed":[140],"after":[141],"that.":[142],"Theoretical":[143],"solution":[144],"ESM":[149],"calculated":[151],"both":[153],"non":[162,179],"data.":[166,173],"Then":[167],"on":[171],"Comparison":[174],"between":[175],"executed.":[184],"Good":[185],"result":[186],"obtained.":[188]},"counts_by_year":[{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":3}],"updated_date":"2026-09-21T07:43:02.447757","created_date":"2016-06-24T00:00:00"}