Brown’s Double Exponential Smoothing

Brown’s Double Exponential Smoothing is a forecasting method similar to Simple Exponential Smoothing, except that the smoothing constant in Double Exponential Smoothing is derived by “re-smoothing” the single smoothed constant from Single Exponential Smoothing model. Since forecasts can be expressed as a function of the single and double smoothed constants, this forecast procedure is known as Double Exponential Smoothing. Brown’s Double Exponential Smoothing is meant to be implemented on data that show a linear trend over time. The smoothing constant in this model should be chosen between .03 and .16. Brown’s Double Exponential Smoothing can forecast multiple time periods into the future.

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