scientific article; zbMATH DE number 846111

MaRDI QIDQ4864608zbMATH OpenFDO

Authors Chunhang Chen

Publication date 20 February 1996

zbMATH Keywords

asymptotic prediction errorsforecasting accuracyHolt's linear exponential smoothing methodrange of smoothing parametersshort-range forecasting performancesstructural changetime seriestrend

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

Recommendations

• Modified Holt's linear trend method
• SOME STATISTICAL PROPERTIES OF THE HOLTWINTERS SEASONAL FORECASTING METHOD
• Robust forecasting with exponential and Holt-Winters smoothing
• scientific article; zbMATH DE number 724879
• Forecasting Trends in Time Series

Cited in

(8)

• Forecasting time series with missing data using Holt's model
• Note: rule-based forecasting vs. damped-trend exponential smoothing
• scientific article; zbMATH DE number 724879 (Why is no real title available?)
• SOME STATISTICAL PROPERTIES OF THE HOLTWINTERS SEASONAL FORECASTING METHOD
• Forecasting Trends in Time Series
• Modified Holt's linear trend method
• ATA method
• Comparison of forecast accuracy of \textbf{Ata} and exponential smoothing

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864608)