Robust exponential smoothing of multivariate time series

Computational Statistics and Data Analysis

Volumn 54, Issue 12, 2010, Pages 2999-3006

  Croux, Christophe ^a   Gelper, Sarah ^b   Mahieu, Koen ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

STATISTICS;

DATA EXAMPLES; EXPONENTIAL SMOOTHING; LOSS FUNCTIONS; MULTIVARIATE TIME SERIES; MULTIVARIATE TIME SERIES TECHNIQUES; ROBUST METHODS; ROBUST PROCEDURES; SMOOTHING PARAMETER;

TIME SERIES;

EID: 77955378117     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.05.003     Document Type: Article

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