Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation.
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Publication:834014
DOI10.1007/S10492-008-0002-4zbMath1199.91156OpenAlexW2051275020MaRDI QIDQ834014
Roland Fried, Sarah Gelper, Christophe Croux
Publication date: 17 August 2009
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/37776
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Related Items (3)
Unnamed Item ⋮ Holt–Winters model with grey generating operator and its application ⋮ The damping accumulated grey model and its application
Cites Work
- Forecasting Sales by Exponentially Weighted Moving Averages
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- Robust forecasting with exponential and Holt-Winters smoothing
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
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- On practical implementation of robust kalman filtering
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