Exponential smoothing for irregular time series

Kybernetika

Volumn 44, Issue 3, 2008, Pages 385-399

  Cipra, Tomás ^a   Hanzák, Tomáš ^a  

^a CHARLES UNIVERSITY   (Czech Republic)

Author keywords

ARIMA model; Discounted least squares; Exponential smoothing of order m; Irregular observations; Maximum likelihood; Simple exponential smoothing; Time series

Indexed keywords

EID: 55349130998     PISSN: 00235954     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (8)

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4. C. Chatfield: Time-Series Forecasting. Chapman & Hall/CRC, 2002.
5. T. Cipra, J. Trujillo, and A. Rubio: Holt-Winters method with missing observations. Manag. Sci. 41 (1995), 174-8.
6. T. Cipra: Exponential smoothing for irregular data. Appl. Math. 51 (2006), 597-604.
7. D. J. Wright: Forecasting data published at irregular time intervals using extension of Holt's method. Manag. Sci. 32 (1986), 499-510.
8. J. Zichová: On a method of estimating parameters in non-negative ARMA models. Kybernetika 32 (1996), 409-424.