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Bayesian forecasting with the Holt–Winters model

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Publication:3582645
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DOI10.1057/jors.2008.152zbMath1193.90016OpenAlexW1965774867MaRDI QIDQ3582645

José D. Bermúdez, Enriqueta Vercher, José Vicente Segura

Publication date: 2 September 2010

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/jors.2008.152


zbMATH Keywords

simulationtime seriesforecastingprediction intervalsM3-competition


Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Inventory, storage, reservoirs (90B05)


Related Items

Holt–Winters model with grey generating operator and its application ⋮ Initial conditions estimation for improving forecast accuracy in exponential smoothing ⋮ On the incorporation of parameter uncertainty for inventory management using simulation



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