Exponential smoothing

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Exponential smoothing

Greg Snidow

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Points: 16108
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February 12, 2009 at 11:10 am

#201185

Greetings. Does anyone have any idea how to apply expontial smoothing to time series data, as is easily done with Excel? I have to provide a forecast every month, and I use simply .7*n-1(quantity) + .3*n-2(quantity) where n-1 is last month. I realize this kind of thing should probably be done in the app, but I'm just wondering...
Greg
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The glass is at one half capacity: nothing more, nothing less.

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Michael Silva SSC Enthusiast Points: 166 More actions · Answer 1

This function produces the same result as the ms excel FORECAST function, although the range must be supplied in a delimited string (x,y:x,y...ect):

http://www.sqlservercentral.com/scripts/Forecast/67484/

SwePeso SSC-Dedicated Points: 39757 More actions · Answer 2

Also see

http://www.sqlteam.com/forums/topic.asp?TOPIC_ID=77311

N 56°04'39.16"
E 12°55'05.25"

Jeff Moden SSC Guru Points: 1004340 More actions · Answer 3

Greg Snidow (2/12/2009)
Greetings. Does anyone have any idea how to apply expontial smoothing to time series data, as is easily done with Excel? I have to provide a forecast every month, and I use simply .7*n-1(quantity) + .3*n-2(quantity) where n-1 is last month. I realize this kind of thing should probably be done in the app, but I'm just wondering...

You want to look just two months back, Greg?

--Jeff Moden

RBAR is pronounced "ree-bar" and is a "Modenism" for Row-By-Agonizing-Row.
First step towards the paradigm shift of writing Set Based code:
________Stop thinking about what you want to do to a ROW... think, instead, of what you want to do to a COLUMN.

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