Computational aspects of robust Holt-Winters smoothing based on M-estimation.
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Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation.
Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation.
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Cites work
- Forecasting daily supermarket sales using exponentially weighted quantile regression
- Forecasting sales by exponentially weighted moving averages
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- Kalman filter with outliers and missing observations
- On practical implementation of robust kalman filtering
- Online signal extraction by robust linear regression
- Robust filtering of time series with trends
- Robust forecasting with exponential and Holt-Winters smoothing
- Robust regression using repeated medians
- Robust signal extraction for on-line monitoring data.
Cited in
(8)- Exponential smoothing for time series with outliers
- scientific article; zbMATH DE number 1419372 (Why is no real title available?)
- The damping accumulated grey model and its application
- Robust forecasting with exponential and Holt-Winters smoothing
- scientific article; zbMATH DE number 7377406 (Why is no real title available?)
- scientific article; zbMATH DE number 4145194 (Why is no real title available?)
- Robust exponential smoothing of multivariate time series
- Holt–Winters model with grey generating operator and its application
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