Exponential smoothing for irregular time series

MaRDI QIDQ3604326zbMATH OpenFDO

Authors Tomáš Cipra, Tomáš Hanzák

Publication date 24 February 2009

Full work available at URL https://eudml.org/doc/33935, http://www.kybernetika.cz/content/2008/3/385

zbMATH Keywords

ARIMA modeldiscounted least squaresexponential smoothing of order \(m\)irregular observationsmaximum likelihood

Mathematics Subject Classification ID

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

Recommendations

• Exponential smoothing for irregular data.
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Cites work

• A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS
• Exponential smoothing for irregular data.
• Holt-Winters Method with Missing Observations
• scientific article; zbMATH DE number 1087964 (Why is no real title available?)
• scientific article; zbMATH DE number 2237385 (Why is no real title available?)

Cited in

(7)

• Seasonal time series with missing observations
• Holt-Winters method with general seasonality
• scientific article; zbMATH DE number 4102344 (Why is no real title available?)
• Exponentially Weighted Moved Average (EWMA) with Irregular Updating Periods
• Forecasting Trends in Time Series
• Exponential smoothing with credibility weighted observations
• Exponential smoothing for irregular data.

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