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Volumn 19, Issue 4, 2003, Pages 715-725

Exponential smoothing with a damped multiplicative trend

Author keywords

Damped trend exponential smoothing; Multiplicative trend; Pegels classification

Indexed keywords


EID: 0142023273     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(03)00003-7     Document Type: Article
Times cited : (213)

References (18)
  • 1
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    • Chatfield, C.1    Yar, M.2
  • 2
    • 84984477151 scopus 로고
    • Exponential smoothing: The state of the art
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    • (1985) Journal of Forecasting , vol.4 , pp. 1-28
    • Gardner Jr., E.S.1
  • 3
    • 0012735282 scopus 로고
    • A simple method of computing prediction intervals for time-series forecasts
    • Gardner Jr. E.S. A simple method of computing prediction intervals for time-series forecasts Management Science 34 1988 541-546
    • (1988) Management Science , vol.34 , pp. 541-546
    • Gardner Jr., E.S.1
  • 4
    • 0033284209 scopus 로고    scopus 로고
    • Rule-based forecasting vs. damped trend exponential smoothing
    • Gardner Jr. E.S. Rule-based forecasting vs. damped trend exponential smoothing Management Science 45 1999 1169-1176
    • (1999) Management Science , vol.45 , pp. 1169-1176
    • Gardner Jr., E.S.1
  • 8
    • 24544461359 scopus 로고    scopus 로고
    • Prediction intervals for exponential smoothing state space models
    • Working Paper, Department of Econometrics and Business Statistics, Monash University, Australia
    • Hyndman R.J. Koehler A.B. Ord J.K. & Snyder R.D. 2001 Prediction intervals for exponential smoothing state space models. Working Paper, Department of Econometrics and Business Statistics, Monash University, Australia.
    • (2001)
    • Hyndman, R.J.1    Koehler, A.B.2    Ord, J.K.3    Snyder, R.D.4
  • 10
    • 84984513805 scopus 로고
    • Some comments on the initialization of exponential smoothing
    • Ledolter J. Abraham B. Some comments on the initialization of exponential smoothing Journal of Forecasting 3 1984 79-84
    • (1984) Journal of Forecasting , vol.3 , pp. 79-84
    • Ledolter, J.1    Abraham, B.2
  • 15
    • 0000278558 scopus 로고
    • Exponential forecasting: Some new variations
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    • (1969) Management Science , vol.15 , pp. 311-315
    • Pegels, C.C.1
  • 16
    • 0030167530 scopus 로고    scopus 로고
    • The use of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions
    • Tashman L.J. Kruk J.M. The use of protocols to select exponential smoothing procedures: a reconsideration of forecasting competitions International Journal of Forecasting 12 1996 235-253
    • (1996) International Journal of Forecasting , vol.12 , pp. 235-253
    • Tashman, L.J.1    Kruk, J.M.2
  • 17
    • 0032679161 scopus 로고    scopus 로고
    • A quantile regression approach to generating prediction intervals
    • Taylor J.W. Bunn D.W. A quantile regression approach to generating prediction intervals Management Science 45 1999 225-237
    • (1999) Management Science , vol.45 , pp. 225-237
    • Taylor, J.W.1    Bunn, D.W.2
  • 18
    • 0041850835 scopus 로고    scopus 로고
    • Level-adjusted exponential smoothing for modeling planned discontinuities
    • Williams D.W. Miller D. Level-adjusted exponential smoothing for modeling planned discontinuities International Journal of Forecasting 15 1999 273-289
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    • Williams, D.W.1    Miller, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.