Multivariate exponential smoothing: a Bayesian forecast approach based on simulation (Q1005220)

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scientific article; zbMATH DE number 5526332
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Multivariate exponential smoothing: a Bayesian forecast approach based on simulation
scientific article; zbMATH DE number 5526332

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    Multivariate exponential smoothing: a Bayesian forecast approach based on simulation (English)
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    9 March 2009
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    Bayesian forecasting
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    Monte Carlo methods
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    multivariate time series
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    Holt-Winters model
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    variate generation
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