• Corpus ID: 88521617

Time Series Using Exponential Smoothing Cells

@article{Abrami2017TimeSU,
  title={Time Series Using Exponential Smoothing Cells},
  author={Avner Abrami and Aleksandr Y. Aravkin and Younghun Kim},
  journal={arXiv: Machine Learning},
  year={2017}
}
Time series analysis is used to understand and predict dynamic processes, including evolving demands in business, weather, markets, and biological rhythms. Exponential smoothing is used in all these domains to obtain simple interpretable models of time series and to forecast future values. Despite its popularity, exponential smoothing fails dramatically in the presence of outliers, large amounts of noise, or when the underlying time series changes. We propose a flexible model for time series… 
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