$($In trend$-$adjusted exponential smoothing$)$ the trend$-$adjusted forecast consists of:

A$.$ an exponentially smoothed forecast and a smoothed trend factor.

B$.$ the most recent actual value and an estimated trend value

C$.$ the old forecast adjusted by a trend factor.

D$.$ the old forecast and a smoothed trend factor.

E$.$ a moving average and a trend factor.

Both random variation and the trend the forecast error and the error in the trend estimate are smoothed in TAF models.