Analysis and Generalisation of a Multivariate Exponential Smoothing Model

DOI10.1287/MNSC.32.3.374MaRDI QIDQ3719675zbMATH OpenOpenAlexFDO

Authors Andrew C. Harvey

Publication date 1986

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.32.3.374

zbMATH Keywords

multiple time seriesmultivariate exponential smoothing modelpolynomial trendspredictionseasonal factors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Data smoothing in stochastic control theory (93E14)

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