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Open it If a time series X t is described by an additive model with constant level and no seasonality, 1-step ahead forecasts may be obtained by simple exponential smoothing using the formula
\hat{x}_{n+1}= αx n + (1 − α)\hat{x}_nwhere:
x n is the observed value at time n, \hat{x}_nand \hat{x}_{n+1}are the 1-step ahead forecasts of X n and X n+1 , and α is a smoothing parameter, 0 ≤ α ≤ 1.
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