A Pedant's Approach to Exponential Smoothing

An approach to exponential smoothing that relies on a linear single source of error state space model is outlined. A maximum likelihood method for the estimation of associated smoothing parameters is developed. Commonly used restrictions on the smoothing parameters are rationalised. Issues surrounding model identification and selection are also considered. It is argued that the proposed revised version of exponential smoothing provides a better framework for forecasting than either the Box-Jenkins or the traditional multi-disturbance state space approaches.Time Series Analysis, Prediction, Exponential Smoothing, ARIMA Models, Kalman Filter, State Space Models

Exponential Smoothing: A Prediction Error Decomposition Principle

In the exponential smoothing approach to forecasting, restrictions are often imposed on the smoothing parameters which ensure that certain components are exponentially weighted averages. In this paper, a new general restriction is derived on the basis that the one-step ahead prediction error can be decomposed into permanent and transient components. It is found that this general restriction reduces to the common restrictions used for simple, trend and seasonal exponential smoothing. As such, the prediction error argument provides the rationale for these restrictions.time series analysis, prediction, exponential smoothing, ARIMA models, state space models.

Discharges on a negatively biased solar array in a charged particle environment

The charging behavior of a negatively biased solar cell array when subjected to a charged particle environment is studied in the ion density range from 200 to 12 000 ions/sq cm with the applied bias range of -500 to -1400 V. The profile of the surface potentials across the array is related to the presence of discharges. At the low end of the ion density range the solar cell cover slides charge to from 0 to +5 volts independent of the applied voltage. No discharges are seen at bias voltages as large as -1400 V. At the higher ion densities the cover slide potential begins to fluctuate, and becomes significantly negative. Under these conditions discharges can occur. The threshold bias voltage for discharges decreases with increasing ion density. A condition for discharges emerging from the experimental observations is that the average coverslide potential must be more negative than -4 V. The observations presented suggest that the plasma potential near the array becomes negative before a discharge occurs. This suggests that discharges are driven by an instability in the plasma

Discharges on a negatively biased solar cell array in a charged-particle environment

The charging behavior of a negatively biased solar cell array when subjected to a charged particle environment is studied in the ion density range from 200 to 12,000 ions/sq cm with the applied bias range of -500 to -1400 V. The profile of the surface potentials across the array is related to the presence of discharges. At the low end of the ion density range the solar cell cover slides charge to from 0 to +5 volts independent of the applied voltage. No discharges are seen at bias voltages as large as -1400 V. At the higher ion densities the cover slide potential begins to fluctuate, and becomes significantly negative. Under these conditions discharges can occur. The threshold bias voltage for discharges decreases with increasing ion density. A condition for discharges emerging from the experimental observations is that the average coverslide potential must be more negative than -4 V. The observations presented suggest that the plasma potential near the array becomes negative before a discharge occurs. This suggests that discharges are driven by an instability in the plasma

Experimental study of the impedance of a short dipole in a plasma for parallel and perpendicular orientation with respect to the dc magnetic field

Impedance measurements on small dipole immersed in anisotropic plasma with external electric fiel