Computational aspects of robust Holt-Winters smoothing based on M-estimation.

DOI10.1007/S10492-008-0002-4zbMATH Open1199.91156OpenAlexW2051275020MaRDI QIDQ834014FDOQ834014

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

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zbMATH Keywords

time seriesrobust methodsHolt-Winters smoothing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

• Forecasting sales by exponentially weighted moving averages
• Robust signal extraction for on-line monitoring data.
• Robust forecasting with exponential and Holt-Winters smoothing
• Robust regression using repeated medians
• Online signal extraction by robust linear regression
• Robust filtering of time series with trends
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• Forecasting daily supermarket sales using exponentially weighted quantile regression
• Kalman filter with outliers and missing observations
• On practical implementation of robust kalman filtering

Cited In (6)

• Title not available (Why is that?)
• The damping accumulated grey model and its application
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• Title not available (Why is that?)
• Title not available (Why is that?)
• Holt–Winters model with grey generating operator and its application

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