Exponential smoothing

Question

Exponential smoothing

Greg Snidow

SSCoach

Points: 16108
More actions
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
_________________________________________________________________________________________________
The glass is at one half capacity: nothing more, nothing less.

Viewing 4 posts - 1 through 3 (of 3 total)

You must be logged in to reply to this topic. Login to reply

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: 1004414 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.

Change is inevitable... Change for the better is not.

Helpful Links:
How to post code problems
How to Post Performance Problems
Create a Tally Function (fnTally)