Conditions for the optimality of exponential smoothing forecast procedures

DOI10.1007/BF02204353MaRDI QIDQ1246232zbMATH OpenFDO

Authors G. E. P. Box, Johannes Ledolter

Publication date 1978

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175736

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3463392 (Why is no real title available?)
• scientific article; zbMATH DE number 3502659 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• scientific article; zbMATH DE number 3031372 (Why is no real title available?)
• scientific article; zbMATH DE number 3105270 (Why is no real title available?)
• Forecasting Periodic Trends by Exponential Smoothing
• Forecasting sales by exponentially weighted moving averages
• Optimal Properties of Exponentially Weighted Forecasts
• The Fundamental Theorem of Exponential Smoothing

Cited in

(2)

• George Box's contributions to time series analysis and forecasting
• Approaches for multi-step density forecasts with application to aggregated wind power

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