Forecasting Applications of an Adaptive Multiple Exponential Smoothing Model

DOI10.1287/mnsc.28.9.1035zbMath0493.62082OpenAlexW2171459449MaRDI QIDQ3956274

W. Allen Spivey, William J. Wrobleski, Phillip G. Enns, Joseph A. MacHak

Publication date: 1982

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.28.9.1035

zbMATH Keywords

maximum likelihood estimatesmultiple time series modelmultiple exponential smoothing model

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) Economic time series analysis (91B84)

Related Items (7)

Unnamed Item ⋮ The vector innovations structural time series framework ⋮ Reference Priors for Matrix-Variate Dynamic Linear Models ⋮ Multivariate discount weighted regression and local level models ⋮ Adaptive exponential smoothing versus conventional approaches for lumpy demand forecasting: case of production planning for a manufacturing line ⋮ Multivariate exponential smoothing: a Bayesian forecast approach based on simulation ⋮ Exponential smoothing. I

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