Initial conditions estimation for improving forecast accuracy in exponential smoothing

DOI10.1007/s11750-011-0221-9zbMath1284.62586OpenAlexW2083125611MaRDI QIDQ1939086

Enriqueta Vercher, José D. Bermúdez, José Vicente Segura, Ana Corberán-Vallet

Publication date: 26 February 2013

Published in: Top (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11750-011-0221-9

zbMATH Keywords

exponential smoothingprediction intervalsdemand forecastingdamped trend modelsM3-competition

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics in engineering and industry; control charts (62P30)

Uses Software

• LBFGS-B
• expsmooth

Cites Work

• SIOPRED: a prediction and optimisation integrated system for demand
• A decision support system methodology for forecasting of time series based on soft computing
• Improving demand forecasting accuracy using nonlinear programming software
• Forecasting for inventory planning: a 50-year review
• Forecasting and operational research: a review
• Bayesian forecasting with the Holt–Winters model
• Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
• Forecasting Trends in Time Series
• A Limited Memory Algorithm for Bound Constrained Optimization
• A spreadsheet modeling approach to the Holt-Winters optimal forecasting

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