A new taxonomy for vector exponential smoothing and its application to seasonal time series

DOI10.1016/J.EJOR.2022.04.040OpenAlexW4225415831WikidataQ114750570 ScholiaQ114750570MaRDI QIDQ2079404FDOQ2079404

Huijing Chen, Ivan Svetunkov, John E. Boylan

Publication date: 29 September 2022

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.04.040

zbMATH Keywords

forecastingmultivariate statisticsretailingseasonal datavector exponential smoothing

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Title not available (Why is that?)
• Optimal combination forecasts for hierarchical time series
• Forecasting sales by exponentially weighted moving averages
• Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
• Forecasting with exponential smoothing. The state space approach
• Forecasting with temporal hierarchies
• Elucidate structure in intermittent demand series
• Model Selection for Multivariate Regression in Small Samples
• A greedy aggregation-decomposition method for intermittent demand forecasting in fashion retailing
• Use of individual and group seasonal indices in subaggregate demand forecasting
• Integrated hierarchical forecasting
• Reducing the state space dimension in a large TVP-VAR
• Exponential smoothing and non-negative data
• The vector innovations structural time series framework
• Bayesian Forecasting for Seemingly Unrelated Time Series: Application to Local Government Revenue Forecasting

Uses Software

• forecast
• Forecast
• smooth
• greybox

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