Geometric series representation for robust bounds of exponential smoothing difference between protected and confidential data

Exponential smoothing is one of the most widely used forecasting methods for univariate time series data. Based on the difference between protected and confidential time series data, we derive theoretical bounds for the absolute change to forecasts generated from additive exponential smoothing model...

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Veröffentlicht in:Annals of operations research 2024, Vol.332 (1-3), p.11-21
Hauptverfasser: Lee, Jinwook, Schneider, Matthew J.
Format: Artikel
Sprache:eng
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