Exponential smoothing for irregular data.

DOI10.1007/S10492-006-0023-9MaRDI QIDQ954601zbMATH OpenOpenAlexFDO

Authors Tomáš Cipra

Publication date 24 November 2008

Published in Applications of Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/33269, http://hdl.handle.net/10338.dmlcz/134655

zbMATH Keywords

Holt-Winters methodHolt's method

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 4102344 (Why is no real title available?)
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• Dynamic credibility with outliers and missing observations
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Cited in

(6)

• Exponentially Weighted Moved Average (EWMA) with Irregular Updating Periods
• A wavelet-based time-varying autoregressive model for non-stationary and irregular time series
• Recurrence matrix formulation of associated weights in double exponential smoothing and its effect in the memory of the linear homoscedastic signals
• Exponential smoothing with credibility weighted observations
• Exponential smoothing for irregular time series
• scientific article; zbMATH DE number 4102344 (Why is no real title available?)

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