Note: Rule-Based Forecasting vs. Damped-Trend Exponential Smoothing
评估了早期研究中提出的基于规则的时间序列预测系统的事前表现，发现使用最小化平均绝对偏差准则的阻尼趋势指数平滑法可获得相当甚至更好的性能，建议预测者在模型开发中考虑MAD拟合。
This paper evaluates the ex ante performance of rule-based time series forecasting systems proposed in earlier research. The author shows that comparable performance can be obtained with a simpler alternative, a damped-trend version of exponential smoothing fitted to minimize the Mean-Absolute-Deviation (MAD) criterion. The results suggest that the performance of rule-based systems would be improved through this alternative and that time series forecasters should consider MAD fits in model development.