Replication data for: Exponential smoothing forecasts: Taming the Bullwhip Effect when demand is seasonal

  • Maximiliano Udenio (Contributor)
  • Eleni Vatamidou (Contributor)
  • Jan Fransoo (Contributor)



This dataset comprises of all the simulated time-series used in the paper: Exponential Smoothing Forecasts: Taming the Bullwhip Effect when Demand is Seasonal. The data is as follows. 14 different csv files are presented. Each file contains 20 time-series, of 6000 periods each, that are generated using the same parameters. As described in the paper, the structure of the time-series in each of the files varies in the following parameters: * The underlying distribution (a normally distributed i.i.d process, or an ARIMA (0,1,1) process). * The seasonality of the time-series (no seasonality, seasonality of periodicity 49, 50, or 51). * For the normally distributed, seasonal demands, the strength of the seasonality (weak, medium, strong seasonality).
Date made available22 Feb 2022
PublisherKU Leuven

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