Forecasting time series with multiple seasonal patterns

DOI10.1016/J.EJOR.2007.08.024zbMath1142.62070DBLPjournals/eor/GouldKOSHV08OpenAlexW2093564481WikidataQ58297452 ScholiaQ58297452MaRDI QIDQ930958

J. Keith Ord, Ralph D. Snyder, Farshid Vahid-Araghi, Phillip G. Gould, Anne B. Koehler, Rob Hyndman

Publication date: 24 June 2008

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.08.024

zbMATH Keywords

seasonalitytime seriesforecastingstate space modelsexponential smoothing

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (21)

A novel weight determination method for time series data aggregation ⋮ Forecasting day-ahead electricity load using a multiple equation time series approach ⋮ LINEAR DECAYING WEIGHTS FOR TIME SERIES SMOOTHING: AN ANALYSIS ⋮ Triple seasonal methods for short-term electricity demand forecasting ⋮ The impact of special days in call arrivals forecasting: a neural network approach to modelling special days ⋮ Complex exponential smoothing ⋮ Bayesian hierarchical models for the prediction of the driver flow and passenger waiting times in a stochastic carpooling service ⋮ Multiple seasonal cycles forecasting model: the Italian electricity demand ⋮ Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process ⋮ A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model ⋮ Real-time fuzzy regression analysis: a convex hull approach ⋮ An integrated method based on relevance vector machine for short-term load forecasting ⋮ Cuckoo search-designated fractal interpolation functions with winner combination for estimating missing values in time series ⋮ An improved seasonal rolling grey forecasting model using a cycle truncation accumulated generating operation for traffic flow ⋮ A new method to mitigate data fluctuations for time series prediction ⋮ Long-term swings and seasonality in energy markets ⋮ Temporal hierarchies with autocorrelation for load forecasting ⋮ Latent common manifold learning with alternating diffusion: analysis and applications ⋮ Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns ⋮ Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume ⋮ Time series interpolation via global optimization of moments fitting

Cites Work

• Unnamed Item
• Unnamed Item
• Forecasting Sales by Exponentially Weighted Moving Averages
• A decision support system methodology for forecasting of time series based on soft computing
• Kalman filter with outliers and missing observations
• Improving demand forecasting accuracy using nonlinear programming software
• Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
• Exact Initial Kalman Filtering and Smoothing for Nonstationary Time Series Models
• Short-term electricity demand forecasting using double seasonal exponential smoothing

This page was built for publication: Forecasting time series with multiple seasonal patterns