Unmasking the Theta method

International Journal of Forecasting

Volumn 19, Issue 2, 2003, Pages 287-290

  Hyndman, Rob J ^a   Billah, Baki ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Exponential smoothing; Forecasting competitions; State space models

Indexed keywords

EID: 16244370438     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00143-1     Document Type: Article

References (7)

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3. Hyndman, R. J., Koehler, A. B., Snyder, R. D., & Grose, S. (2002). A state space framework for automatic forecasting using exponential smoothing methods, International Journal of Forecasting (in press).
4. Kelley W.G. Difference Equations: An Introduction with Applications 2nd ed 2000 Academic PressLondon
5. Makridakis S. Hibon M. The M3-Competitions: results, conclusions and implications International Journal of Forecasting 16 2000 451-476
6. Makridakis S. Wheelwright S.C. Hyndman R.J. Forecasting Methods and Applications 3rd ed 1998 WileyNew York
7. Ord J.K. Koehler A.B. Snyder R.D. Estimation and prediction for a class of dynamic nonlinear statistical models Journal of the American Statisticians Association 92 1997 1621-1629