Exponential smoothing: The state of the art—Part II

ES Gardner Jr - International journal of forecasting, 2006 - Elsevier
In Gardner [Gardner, ES, Jr.(1985). Exponential smoothing: The state of the art. Journal of
Forecasting 4, 1–28], I reviewed the research in exponential smoothing since the original …

25 years of time series forecasting

JG De Gooijer, RJ Hyndman - International journal of forecasting, 2006 - Elsevier
We review the past 25 years of research into time series forecasting. In this silver jubilee
issue, we naturally highlight results published in journals managed by the International …

Short-term electricity demand forecasting using double seasonal exponential smoothing

JW Taylor - Journal of the Operational Research Society, 2003 - Taylor & Francis
This paper considers univariate online electricity demand forecasting for lead times from a
half-hour-ahead to a day-ahead. A time series of demand recorded at half-hourly intervals …

[图书][B] Handbook of research methods in public administration

GJ Miller, S Brandler, CP Roman, K Yang - 2007 - taylorfrancis.com
Describing new techniques and novel applications, Handbook of Research Methods in
Public Administration, Second Edition demonstrates the use of tools designed to meet the …

Exponential smoothing with a damped multiplicative trend

JW Taylor - International journal of Forecasting, 2003 - Elsevier
Multiplicative trend exponential smoothing has received very little attention in the literature. It
involves modelling the local slope by smoothing successive ratios of the local level, and this …

Holt's exponential smoothing and neural network models for forecasting interval-valued time series

ALS Maia, FAT de Carvalho - International Journal of Forecasting, 2011 - Elsevier
Interval-valued time series are interval-valued data that are collected in a chronological
sequence over time. This paper introduces three approaches to forecasting interval-valued …

[PDF][PDF] 25 years of IIF time series forecasting: a selective review

JG De Gooijer, RJ Hyndman - SSRN Electron. J., 2011 - papers.tinbergen.nl
We review the past 25 years of time series research that has been published in journals
managed by the International Institute of Forecasters (Journal of Forecasting 1982–1985; …

Volatility forecasting with smooth transition exponential smoothing

JW Taylor - International Journal of Forecasting, 2004 - Elsevier
Adaptive exponential smoothing methods allow smoothing parameters to change over time,
in order to adapt to changes in the characteristics of the time series. This paper presents a …

Forecasting daily supermarket sales using exponentially weighted quantile regression

JW Taylor - European Journal of Operational Research, 2007 - Elsevier
Inventory control systems typically require the frequent updating of forecasts for many
different products. In addition to point predictions, interval forecasts are needed to set …

Initialization methods for multiple seasonal Holt–Winters forecasting models

O Trull, JC García-Díaz, A Troncoso - Mathematics, 2020 - mdpi.com
The Holt–Winters models are one of the most popular forecasting algorithms. As well-known,
these models are recursive and thus, an initialization value is needed to feed the model …