Exponential smoothing for irregular data.

DOI10.1007/S10492-006-0023-9zbMATH Open1164.62377OpenAlexW1995552448MaRDI QIDQ954601FDOQ954601

Authors: Tomáš Cipra 

Publication date: 24 November 2008

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/33269

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zbMATH Keywords

Holt-Winters methodHolt's method

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Seasonal time series with missing observations
• Dynamic credibility with outliers and missing observations
• Title not available (Why is that?)
• Holt-Winters Method with Missing Observations

Cited In (6)

• Exponentially Weighted Moved Average (EWMA) with Irregular Updating Periods
• A wavelet-based time-varying autoregressive model for non-stationary and irregular time series
• Recurrence matrix formulation of associated weights in double exponential smoothing and its effect in the memory of the linear homoscedastic signals
• Exponential smoothing for irregular time series
• Exponential smoothing with credibility weighted observations
• Title not available (Why is that?)

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