Forecasting Applications of an Adaptive Multiple Exponential Smoothing Model

DOI10.1287/MNSC.28.9.1035MaRDI QIDQ3956274zbMATH OpenOpenAlexFDO

Authors Phillip G. Enns, Joseph A. MacHak, W. Allen Spivey, William J. Wrobleski

Publication date 1982

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.28.9.1035

zbMATH Keywords

maximum likelihood estimatesmultiple exponential smoothing modelmultiple time series model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited in

(7)

• Multivariate exponential smoothing: a Bayesian forecast approach based on simulation
• Reference Priors for Matrix-Variate Dynamic Linear Models
• scientific article; zbMATH DE number 4102344 (Why is no real title available?)
• The vector innovations structural time series framework
• Adaptive exponential smoothing versus conventional approaches for lumpy demand forecasting: case of production planning for a manufacturing line
• Exponential smoothing. I
• Multivariate discount weighted regression and local level models

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