Multivariate exponential smoothing: a Bayesian forecast approach based on simulation (Q1005220)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multivariate exponential smoothing: a Bayesian forecast approach based on simulation |
scientific article; zbMATH DE number 5526332
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate exponential smoothing: a Bayesian forecast approach based on simulation |
scientific article; zbMATH DE number 5526332 |
Statements
Multivariate exponential smoothing: a Bayesian forecast approach based on simulation (English)
0 references
9 March 2009
0 references
Bayesian forecasting
0 references
Monte Carlo methods
0 references
multivariate time series
0 references
Holt-Winters model
0 references
variate generation
0 references
0 references
0 references
0.8276998996734619
0 references
0.7697120904922485
0 references
0.751046359539032
0 references
0.7477741837501526
0 references
