Smooth transition exponential smoothing

Journal of Forecasting

Volumn 23, Issue 6, 2004, Pages 385-404

  Taylor, James W ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Adaptive exponential smoothing; Level shifts; Outliers; Smooth transition

Indexed keywords

BOUNDARY VALUE PROBLEMS; COMPUTER SIMULATION; ERROR ANALYSIS; FORECASTING; FUNCTIONS; MATHEMATICAL MODELS; OPTIMIZATION;

ADAPTIVE EXPONENTIAL SMOOTHING; LEVEL SHIFTS; OUTLIERS; SMOOTH TRANSITIONS;

TIME SERIES ANALYSIS;

EID: 4744368723     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.918     Document Type: Article

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