Conditions for the optimality of exponential smoothing forecast procedures

DOI10.1007/BF02204353zbMATH Open0377.62057MaRDI QIDQ1246232FDOQ1246232

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

• Forecasting sales by exponentially weighted moving averages
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal Properties of Exponentially Weighted Forecasts
• The Fundamental Theorem of Exponential Smoothing
• Title not available (Why is that?)
• Title not available (Why is that?)
• Forecasting Periodic Trends by 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

This page was built for publication: Conditions for the optimality of exponential smoothing forecast procedures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1246232)