A study of outliers in the exponential smoothing approach to forecasting

International Journal of Forecasting

Volumn 28, Issue 2, 2012, Pages 477-484

  Koehler, Anne B ^a   Snyder, Ralph D ^b   Ord, J Keith ^c   Beaumont, Adrian ^b  

^a MIAMI UNIVERSITY   (United States)

^b MONASH UNIVERSITY   (Australia)

^c GEORGETOWN UNIVERSITY   (United States)

Author keywords

Exponential smoothing; Intervention analysis; Outliers; State space models; Time series

Indexed keywords

EID: 84856692076     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2011.05.001     Document Type: Article

References (12)

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