Conditions for the optimality of exponential smoothing forecast procedures

DOI10.1007/BF02204353zbMath0377.62057MaRDI QIDQ1246232

G. E. P. Box, Johannes Ledolter

Publication date: 1978

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175736

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Approaches for multi-step density forecasts with application to aggregated wind power

Cites Work

• Forecasting Sales by Exponentially Weighted Moving Averages
• Optimal Properties of Exponentially Weighted Forecasts
• The Fundamental Theorem of Exponential Smoothing
• Forecasting Periodic Trends by Exponential Smoothing
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