A pet peave of mine in stats. This is a well known author discussing it in the context of time series - but I think you could extend this to cover the entire field. I remain baffled that there is no attempt to standardize even basic usage (how many different notations are there for sum of squares - a dozen?).
http://www.bauer.uh.edu/gardner/Exponential-Smoothing.pdf
It is worth emphasizing that there is still no agreement on notation for exponential smoothing. An appalling variety of notation exists in the literature, and some authors add to the confusion by changing notation from one paper to the next.