AI engineering glossary · Time series recsys
What is exponential smoothing?
Exponential smoothing: A forecasting family that predicts with a weighted average of past values whose weights shrink geometrically with age, so recent points count most. Simple form: level_t = alpha * y_t + (1 - alpha) * level_(t-1).
Exponential smoothing: an example
With alpha = 0.3, last level 100 and new value 110, the new level is 0.3*110 + 0.7*100 = 103.
Related terms
More Time series recsys terms
- Factorisation machine
- Forecast horizon
- Forecast reconciliation
- Forecasting
- Fourier terms
- Funk SVD
- GARCH model
- Granger causality
Where you learn it
Exponential smoothing is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.