expsmooth

swMATH11122CRANexpsmoothMaRDI QIDQ23072FDOQ23072

Data Sets from "Forecasting with Exponential Smoothing"

Rob J Hyndman

Last update: 9 April 2015

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.3

Official website: http://cran.r-project.org/web/packages/expsmooth/index.html

Source code repository: https://github.com/cran/expsmooth

Cited In (96)

• Forecasting with exponential smoothing. The state space approach
• Triple seasonal methods for short-term electricity demand forecasting
• A survey of functional principal component analysis
• Optimal forecasts in the presence of structural breaks
• Nonparametric time series forecasting with dynamic updating
• Dynamic seasonality in time series
• Probabilistic forecasting of wave height for offshore wind turbine maintenance
• Linear algorithms for radioelectric spectrum forecast
• Forecasting and operational research: a review
• Forecasting with temporal hierarchies
• Forecasting functional time series
• Forecasting portfolio returns using weighted fuzzy time series methods
• Elucidate structure in intermittent demand series
• Retail store scheduling for profit
• Approaches for multi-step density forecasts with application to aggregated wind power
• Heuristics for dynamic and stochastic inventory-routing
• Fast computation of reconciled forecasts for hierarchical and grouped time series
• forecast
• SparseM
• GW-WINKS
• Forecast
• CHAN4CAST
• ARFIMA
• AUTOBOX
• itsmr
• SenSrivastava
• TSA
• SSpace
• COR@L
• AS 197
• AS 164
• CAPTAIN
• ftsa
• ITSM2000
• Multiple seasonal cycles forecasting model: the Italian electricity demand
• Comment on article by Windle and Carvalho
• Economic model predictive inventory routing and control
• CaterpillarSSA
• Rssa
• keras
• tensorflow
• glarma
• NeuroBayes
• tsintermittent
• EpiDynamics
• fma
• Mcomp
• zoverw
• MCSprocedure
• hts
• opera
• forecastML
• addb
• Boot.EXPOS
• rSGDLM
• vbdcast
• A note on the validity of cross-validation for evaluating autoregressive time series prediction
• A data-driven newsvendor problem: from data to decision
• fpp
• fpp2
• sazedR
• RDRToolbox
• PyTorchTS
• DeepAR
• FFORMA
• smooth
• thief
• greybox
• Dilemmas of robust analysis of economic data streams
• The impact of special days in call arrivals forecasting: a neural network approach to modelling special days
• Beta seasonal autoregressive moving average models
• Exponential smoothing with credibility weighted observations
• Integrated hierarchical forecasting
• Forecasting time series with complex seasonal patterns using exponential smoothing
• Structural combination of seasonal exponential smoothing forecasts applied to load forecasting
• EINNs
• Exponential smoothing and non-negative data
• Time-Rescaling regression method for exponential decay time series predictions
• Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume
• Estimating the Size of Branch-and-Bound Trees
• Variable selection in time series forecasting using random forests
• Dynamic structural models with covariates for short-term forecasting of time series with complex seasonal patterns
• Predictability, real time estimation, and the formulation of unobserved components models
• Forecasting Unemployment Using Internet Search Data via PRISM
• Using shared sell-through data to forecast wholesaler demand in multi-echelon supply chains
• Forecasting Short-Term and Medium-Term Time Series: A Comparison of Artificial Neural Networks and Fuzzy Models
• The vector innovations structural time series framework
• New developments in the forecasting of monthly overnight stays in the north region of Portugal
• Time series extrinsic regression. Predicting numeric values from time series data
• Temporal hierarchies with autocorrelation for load forecasting
• Time series modelling methods to forecast the volume of self-assessment tax returns in the UK
• Initial conditions estimation for improving forecast accuracy in exponential smoothing
• On the Automatic Identification of Unobserved Components Models
• Exponential smoothing and resampling techniques in time series prediction
• Modified Holt's linear trend method
• Demand forecasting of individual probability density functions with machine learning

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