A new taxonomy for vector exponential smoothing and its application to seasonal time series
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Publication:2079404
DOI10.1016/J.EJOR.2022.04.040OpenAlexW4225415831WikidataQ114750570 ScholiaQ114750570MaRDI QIDQ2079404FDOQ2079404
Authors: Ivan Svetunkov, Huijing Chen, John E. Boylan 
Publication date: 29 September 2022
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2022.04.040
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Cites Work
- Optimal combination forecasts for hierarchical time series
- Forecasting sales by exponentially weighted moving averages
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- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
- Forecasting with exponential smoothing. The state space approach
- Forecasting with temporal hierarchies
- Elucidate structure in intermittent demand series
- Model Selection for Multivariate Regression in Small Samples
- A greedy aggregation-decomposition method for intermittent demand forecasting in fashion retailing
- Use of individual and group seasonal indices in subaggregate demand forecasting
- Integrated hierarchical forecasting
- Reducing the state space dimension in a large TVP-VAR
- Exponential smoothing and non-negative data
- The vector innovations structural time series framework
- Bayesian Forecasting for Seemingly Unrelated Time Series: Application to Local Government Revenue Forecasting
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