Forecasting with Exponential Smoothing - The State Space Approach eBook

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Exponential smoothing methods have been around since the 19505, and are the most popular forecasting methods used in business and industry. Recently, exponential smoothing has been revolutionized with the introduction of a complete modeling framework incorporating innovations state space models, likelihood calculation, prediction intervals and procedures for model selection. In this book, all of the important results for this framework are brought together in a coherent manner with consistent notation. In addition, many new results and extensions are introduced and several application areas are examined in detail.
INFORMATION
DATE DE PUBLICATION 2018-Jul-01
ISBN 9783540719168
AUTEUR Rob J. Hyndman
TAILLE DU FICHIER 10,95 MB

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Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a modeling framework incorporating stochastic models, likelihood calculation, prediction intervals and procedures for model selection, was not developed until recently. This book brings together all of the important new

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