Robust forecasting with exponential and Holt-Winters smoothing

DOI10.1002/for.1125zbMath1203.62164OpenAlexW2132050943MaRDI QIDQ3065511

Christophe Croux, Sarah Gelper, Roland Fried

Publication date: 6 January 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/120456

zbMATH Keywords

time seriesforecastingrobust methods

Mathematics Subject Classification ID

Related Items (16)

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Uses Software

• robustbase

Cites Work

• Forecasting Sales by Exponentially Weighted Moving Averages
• Forecasting daily supermarket sales using exponentially weighted quantile regression
• Kalman filter with outliers and missing observations
• Robust signal extraction for on-line monitoring data.
• Note: Rule-Based Forecasting vs. Damped-Trend Exponential Smoothing
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Robust regression using repeated medians
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• Mining Imperfect Data
• Robust filtering of time series with trends
• On practical implementation of robust kalman filtering
• Unnamed Item
• Unnamed Item

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