As the value of alpha increases for the same data using exponential smoothing, the MAD tends to increase on a straight line across various values of alpha.

Question

Quizplus · Accepted Answer

As the value of alpha increases in exponential smoothing, the model becomes more responsive to recent changes in the data, leading to fluctuations in MAD (Mean Absolute Deviation) but not necessarily in a straight line. The relationship between alpha and MAD is not linear and can vary depending on the data's characteristics.

As the Value of Alpha Increases for the Same Data