Unlike some other smoothing methods, such as the simple moving average, this technique does not require any minimum number of observations to be made before it begins to produce results.
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Gaussian predictor function X ), they will be independent in which case backfitting is not needed, and one can use popular smoothing methods for estimating the unknown parameter functions f _ j.
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The original GAMs were a form of Nonparametric regression, and estimated using the backfitting algorithm, which provides a very general modular estimation method capable of using a wide variety of smoothing methods to estimate the.
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The model can be arbitrarily complex, beyond anything that smoothing methods can cope with, give good results, and still possibly benefit from a correction eliminating bias .-- Lambiam 00 : 39, 1 December 2007 ( UTC)
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The unknown parameters and the initial values for any exponential smoothing method can be estimated by minimizing the SSE . The errors are specified as e _ { t } = y _ { t }-\ hat { y } _ { t | t-1 } for t = 1, &, T ( the one-step-ahead within-sample forecast errors ).
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