Multivariate exponential smoothing: a Bayesian forecast approach based on simulation
type: Item
instance of: scholarly article
title: Multivariate exponential smoothing: a Bayesian forecast approach based on simulation
zbMATH Open document ID: 1163.62072
author: Ana Corberán-Vallet
author: J. D. Bermúdez
author: E. Vercher
published in: Mathematics and Computers in Simulation
publication date: 2009-03-09T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5526332
zbMATH Keywords: Bayesian forecasting
zbMATH Keywords: Monte Carlo methods
zbMATH Keywords: multivariate time series
zbMATH Keywords: Holt-Winters model
zbMATH Keywords: variate generation
describes a project that uses: LBFGS-B
MaRDI profile type: Publication
full work available at URL: j.matcom.2008.09.004
OpenAlex ID: W2045393325
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DOI: 10.1016/J.MATCOM.2008.09.004
description: scientific article; zbMATH DE number 5526332