Multivariate exponential smoothing: a Bayesian forecast approach based on simulation (Q1005220)
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English | Multivariate exponential smoothing: a Bayesian forecast approach based on simulation |
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Multivariate exponential smoothing: a Bayesian forecast approach based on simulation (English)
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9 March 2009
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Bayesian forecasting
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Monte Carlo methods
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multivariate time series
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Holt-Winters model
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variate generation
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