Talk:Exponential smoothing

message: Should it be 
:
\begin{align}
s_t& = \alpha x_t + (1-\alpha)s_{t-1}\,
\end{align}
or 
:
\begin{align}
s_t& = \alpha x_{t-1} + (1-\alpha)s_{t-1}\,
\end{align}
?
This indicates the first one, but 
this PowerPoint presentation implies the second one.
If the formula is used for forecasting purposes, then it looks to me like the second one is the only usable one (and also looks more natural somehow). Or am I missing something? (I'm very, very rusty on this now!). Hope someone can clear this up.--A bit iffy 11:18, 3 March 2007 (UTC)
replies: text: The choice is a matter of convention (for strictly periodic data), but I think that the first one (which we use here) is more natural, since people would compute the smoothed value as soon as possible and would naturally want to label it with the time that they computed it. JRSpriggs 11:27, 4 March 2007 (UTC)
replies: text: Agreed to this, when there is a large amount of terms, is does not matter whether x_t or x_{t-1} is used. For few terms the first one should be used. 137.56.63.144 (talk) 15:33, 21 October 2022 (UTC)

text: The textbooks that I use for teaching time series use the second one (with the lagged value of the series). See Moore, McCabe, Duckworth and Sclove, The Practice of Business Statistics. In Minitab, on the other hand, the smoothed value at time t is defined using the first formula, while the fitted value at time t is the smoothed value at time (t-1). EconProf86 16:20, 28 May 2007 (UTC)

text: Both are correct. As said above, X_t is used when the focus is smoothing a series and X_{t-1} is used when prediction is the focus. As the article mostly follows the NIST handbook we use X_{t-1}.--Muhandes (talk) 16:55, 10 September 2011 (UTC)

text: Corrected. --Muhandes (talk) 11:45, 25 December 2011 (UTC)
replies: text: Since there is only one x term in the equation, the results will, in all cases, be the same except for one time step delay. Gah4 (talk) 08:45, 11 April 2018 (UTC)

text: Now the formula is x(t-1), but the text says: "the smoothed statistic s(t) is a simple weighted average of the current observation x(t) and the previous smoothed statistic s(t−1)" --85.212.105.213 (talk)  —Preceding undated comment added 19:20, 29 September 2019 (UTC)
thread_title: Is <math>x_t</math> right?

message: same concept. fgnievinski (talk) 05:47, 19 June 2021 (UTC)
replies: text: fgnievinski,  is a redirect, not an article. – wbm1058 (talk) 02:36, 24 October 2021 (UTC)
replies: text:  I meant merging here the redirect's target, section Moving average#Exponential. fgnievinski (talk) 03:37, 24 October 2021 (UTC)
replies: text: No need to merge; just delete all but the first two sentences of Moving average#Exponential moving average, plus perhaps the paragraph citing Hunter (1986). That should remove the WP:OR problem and leave the section as a summary of the main article (see WP:SUMMARY). Klbrain (talk) 16:28, 24 October 2022 (UTC)

text: I've done the hard pruning and removed the merge templates. The other page should now be a WP:SUMMARY. Klbrain (talk) 09:51, 26 November 2022 (UTC)
thread_title:  Merging [[Exponential moving average]] here 

message: Should the initial value of b[0] be β(x[1] - x[0]) instead of x[1] - x[0] in double exponential smoothing?
I implemented the model in a script and had some issues with the initial value of b[0] being too dominating compared to what it ultimately ended up to be. This caused me to observe a large transient in the beginning of smoothed data.  — Preceding unsigned comment added by 85.76.48.199 (talk) 09:55, 7 January 2022 (UTC)
thread_title:  Initial value of b_0 in double exponential smoothing