Forecasting time series with missing data using Holt's model

DOI10.1016/J.JSPI.2009.01.004zbMATH Open1162.62088OpenAlexW2060745999MaRDI QIDQ1022012FDOQ1022012

Authors: Ana Corberán-Vallet, J. D. Bermúdez, E. Vercher 

Publication date: 9 June 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.01.004

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• scientific article; zbMATH DE number 846111

zbMATH Keywords

data transformationEM algorithmforecastinglinear modelexponential smoothing

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• On the convergence properties of the EM algorithm
• Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
• A Limited Memory Algorithm for Bound Constrained Optimization
• Sequential Monte Carlo Methods for Dynamic Systems
• Estimation, Prediction, and Interpolation for Nonstationary Series with the Kalman Filter
• Title not available (Why is that?)
• Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
• Missing observations in ARIMA models: Skipping approach versus additive outlier approach
• Estimation, Prediction, and Interpolation for ARIMA Models with Missing Data
• Kalman filter with outliers and missing observations
• A decision support system methodology for forecasting of time series based on soft computing
• Improving demand forecasting accuracy using nonlinear programming software
• Holt-Winters Method with Missing Observations
• SIOPRED: a prediction and optimisation integrated system for demand
• A spreadsheet modeling approach to the Holt-Winters optimal forecasting
• Holt-Winters forecasting: an alternative formulation applied to UK air passenger data

Cited In (3)

• Multi-step prediction of time series with random missing data
• Forecasting with full use of data without interpolation on logistic curve model with missing data
• Forecasting estimated missing time series data

Uses Software

• R
• LBFGS-B

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