EXPONENTIAL SMOOTHING AND NON-NEGATIVE DATA

DOI10.1111/j.1467-842X.2009.00555.xzbMath1337.62240OpenAlexW2144374767WikidataQ58297432 ScholiaQ58297432MaRDI QIDQ2810399

No author found.

Publication date: 1 June 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2009.00555.x

zbMATH Keywords

seasonalitytime seriesforecastingstate space modelsexponential smoothingpositive-valued processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

A new taxonomy for vector exponential smoothing and its application to seasonal time series

Uses Software

• expsmooth

Cites Work

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• Forecasting Sales by Exponentially Weighted Moving Averages
• Forecasting with exponential smoothing. The state space approach
• Dynamic Generalized Linear Models and Bayesian Forecasting
• Probability with Martingales
• Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models

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