A state space framework for automatic forecasting using exponential smoothing methods

International Journal of Forecasting

Volumn 18, Issue 3, 2002, Pages 439-454

  Hyndman, Rob J ^a   Koehler, Anne B ^b   Snyder, Ralph D ^a   Grose, Simone ^a  

^a MONASH UNIVERSITY   (Australia)

^b MIAMI UNIVERSITY   (United States)

Author keywords

Automatic forecasting; Exponential smoothing; Prediction intervals; State space models

Indexed keywords

EID: 0036071568     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00110-8     Document Type: Article

References (14)

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11. Exponential forecasting: Some new variations
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