Quantile versions of Holt-Winters forecasting algorithms

MaRDI QIDQ4904663zbMATH OpenFDO

Authors A. Alexandre Trindade, Yanxun Xu

Publication date 31 January 2013

zbMATH Keywords

asymmetric lossbest linear predictionexponential smoothingquantile forecasting

Mathematics Subject Classification ID

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

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