Robustness properties of some forecasting methods for seasonal time series: A Monte Carlo study

International Journal of Forecasting

Volumn 13, Issue 2, 1997, Pages 269-280

  Chen, Chunhang ^a  

^a UNIVERSITY OF THE RYUKYUS   (Japan)

Author keywords

ARIMA models; Forecasting; Holt Winters method; Regression models; Robustness; Seasonality; Structural component models; Time series; Trend

Indexed keywords

EID: 0031165381     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(97)00014-9     Document Type: Conference Paper

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