Here’s the abstract:

Exponential smoothing has been known in both theoretical and practical forecasting for more than 60 years. It has evolved substantially from a simple exponential smoothing method, aiming at dealing with level data to a state-space framework, covering various time series characteristics. In this presentation we discuss the key milestones in the development of exponential smoothing, show the connections between the exponential smoothing and the other forecasting models and, finally, propose a more general framework that can potentially encompass all the existing forecasting models, called “Generalised Univariate Model”.

And here are the slides

Message OR60 presentation. Forecasting using exponential smoothing: the past, the present, the future first appeared on Open Forecasting.