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Forecasting with Exponential Smoothing

The State Space Approach

Language EnglishEnglish
Book Paperback
Book Forecasting with Exponential Smoothing Rob J. Hyndman
Libristo code: 01568417
Exponential smoothing methods have been around since the 1950s, and are still the most popular forec... Full description
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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 results on the state space framework for exponential smoothing. It will be of interest to people wanting to apply the methods in their own area of interest as well as for researchers wanting to take the ideas in new directions. Part 1 provides an introduction to exponential smoothing and the underlying models. The essential details are given in Part 2, which also provide links to the most important papers in the literature. More advanced topics are covered in Part 3, including the mathematical properties of the models and extensions of the models for specific problems. Applications to particular domains are discussed in Part 4.

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About the book

Full name Forecasting with Exponential Smoothing
Language English
Binding Book - Paperback
Date of issue 2008
Number of pages 362
EAN 9783540719168
ISBN 3540719164
Libristo code 01568417
Weight 560
Dimensions 155 x 235 x 21
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