A new taxonomy for vector exponential smoothing and its application to seasonal time series

DOI10.1016/j.ejor.2022.04.040OpenAlexW4225415831WikidataQ114750570 ScholiaQ114750570MaRDI QIDQ2079404

Huijing Chen, Ivan Svetunkov, 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

zbMATH Keywords

multivariate statisticsforecastingretailingseasonal datavector exponential smoothing

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Uses Software

• forecast
• Forecast
• smooth
• greybox

Cites Work

• Unnamed Item
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• EXPONENTIAL SMOOTHING AND NON-NEGATIVE DATA
• Use of individual and group seasonal indices in subaggregate demand forecasting
• Model Selection for Multivariate Regression in Small Samples
• The vector innovations structural time series framework
• Bayesian Forecasting for Seemingly Unrelated Time Series: Application to Local Government Revenue Forecasting

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