Técnica de Amortecimento Exponencial Simples com Taxa de Resposta Adaptativa: uma Reflexão a Respeito do Comportamento do Coeficiente Alfa

Abstract

This paper presents an evaluation of the behavior α coefficient smoothing used in the single exponential smoothing method: an adaptive approach (Adaptative-response-rate single exponential smoothing method) in time series. After a theoretical reflection, it is made an analysis of a fictitious case, concluding that this coefficient should not assume very high neither extreme values.