Generative Exponential Smoothing and Generative ARMA Models to Forecast Time-Variant Rates or Probabilities

DOI10.1007/978-3-319-28725-6_6zbMath1366.62176OpenAlexW2509720296MaRDI QIDQ5280126

Edgar Kalkowski, Bernhard Sick

Publication date: 20 July 2017

Published in: Time Series Analysis and Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-28725-6_6

zbMATH Keywords

exponential smoothingtime series forecastingARMAgenerative models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (1)

Generative Exponential Smoothing and Generative ARMA Models to Forecast Time-Variant Rates or Probabilities

Uses Software

• itsmr
• PRMLT

Cites Work

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• Recursive estimation of mixed autoregressive-moving average order
• Time-Series Forecasting
• Introduction to Time Series and Forecasting
• LII. An essay towards solving a problem in the doctrine of chances. By the late Rev. Mr. Bayes, F. R. S. communicated by Mr. Price, in a letter to John Canton, A. M. F. R. S
• The context-tree weighting method: basic properties
• Generative Exponential Smoothing and Generative ARMA Models to Forecast Time-Variant Rates or Probabilities
• Prior Probabilities

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