What are the special advantages of regression method of forecasting over others

Question

In Quantitative Forecasting, there are different methods to predict the future. How Regression Analysis is more special than:

• Simple moving average

• Weighted moving average

• exponential smoothing

and what is its advantages ?

Answer 1

I personally do not believe there is an answer to this question. All predictive models have a predictive validity of something less than perfect. Certainly, some models or techniques are better than others but of those indicated in the OP (original post) I am not sure that is the case. In PM, I run several models because each would provide a datum that, together, gives me the range of possible future results.

This is completely my opinion and it works for me and, since no one else tried to answer, I thought I would put it out there.