Exponential smoothing and non-negative data

DOI10.1111/J.1467-842X.2009.00555.XzbMATH Open1337.62240OpenAlexW2144374767WikidataQ58297432 ScholiaQ58297432MaRDI QIDQ2810399FDOQ2810399

Authors: M. S. Akram, Rob J. Hyndman, J. Keith Ord 

Publication date: 1 June 2016

Published in: Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2009.00555.x

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zbMATH Keywords

forecastingseasonalitytime seriesstate space modelsexponential smoothingpositive-valued processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Forecasting sales by exponentially weighted moving averages
• Dynamic Generalized Linear Models and Bayesian Forecasting
• Forecasting with exponential smoothing. The state space approach
• Probability with Martingales
• Title not available (Why is that?)
• Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
• Title not available (Why is that?)

Cited In (5)

• Forecasting with exponential smoothing. The state space approach
• Quasi-likelihood estimation in volatility models for semi-continuous time series
• A quantile regression approach to generating prediction intervals
• Initial conditions estimation for improving forecast accuracy in exponential smoothing
• A new taxonomy for vector exponential smoothing and its application to seasonal time series

Uses Software

• expsmooth

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