Bayesian forecasting with the Holt–Winters model
From MaRDI portal
Publication:3582645
DOI10.1057/JORS.2008.152zbMATH Open1193.90016OpenAlexW1965774867MaRDI QIDQ3582645FDOQ3582645
Authors: J. D. Bermúdez, J. V. Segura, E. Vercher
Publication date: 2 September 2010
Published in: The Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/jors.2008.152
Recommendations
- Bayesian forecasting
- scientific article; zbMATH DE number 5866254
- Bayesian forecasting and dynamic models
- scientific article; zbMATH DE number 4197211
- Forecasting seasonal time series data: a Bayesian model averaging approach
- Bayesian forecasting and dynamic models.
- Bayesian estimation and forecasting in non-linear models
Applications of statistics in engineering and industry; control charts (62P30) Inventory, storage, reservoirs (90B05)
Cited In (11)
- On the incorporation of parameter uncertainty for inventory management using simulation
- A spreadsheet modeling approach to the Holt-Winters optimal forecasting
- SIOPRED: a prediction and optimisation integrated system for demand
- Multivariate exponential smoothing: a Bayesian forecast approach based on simulation
- Holt-Winters forecasting: an alternative formulation applied to UK air passenger data
- Forecasting daily supermarket sales using exponentially weighted quantile regression
- A quantile regression approach to generating prediction intervals
- Initial conditions estimation for improving forecast accuracy in exponential smoothing
- Quantile versions of Holt-Winters forecasting algorithms
- A decision support system methodology for forecasting of time series based on soft computing
- Holt–Winters model with grey generating operator and its application
This page was built for publication: Bayesian forecasting with the Holt–Winters model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3582645)