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Multivariate exponential smoothing: Method and practice
16 references·0 citing·27 second hop
Multivariate exponential smoothing: Method and practice (1989)Multivariate exponential smoothing: Metho…Forecasting seasonals and trends by exponentially weighted moving averages (2004)Forecasting seasonals and tre…Forecasting Economic Time Series (2000)Forecasting Economic Time Ser…Exponential smoothing: The state of the art (1985)Exponential smoothing: The st…A unified view of statistical forecasting procedures (1984)A unified view of statistical…Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study (1983)Forecasting Economic Time Ser…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)The accuracy of extrapolation…Accuracy of Forecasting: An Empirical Investigation (1979)Accuracy of Forecasting: An E…The Holt-Winters Forecasting Procedure (1978)The Holt-Winters Forecasting …Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Forecasting Economic Time Series (1977)Forecasting Economic Time Ser…Bayesian Forecasting (1976)Bayesian ForecastingExperience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis, Forecas…Linear Approximations to the Census and BLS Seasonal Adjustment Methods (1968)Linear Approximations to the …Statistical Forecasting for Inventory Control. (1960)Statistical Forecasting for I…Forecasting Sales by Exponentially Weighted Moving Averages (1960)Forecasting Sales by Exponent…Time Series Analysis: Forecasting and Control (1977)A state space framework for automatic forecasting using exponential smoothing methods (2002)Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (2011)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)The Combination of Forecasts (1969)Combining forecasts: A review and annotated bibliography (1990)Error measures for generalizing about forecasting methods: Empirical comparisons (1992)Forecasting methods and applications (1993)Time Series Analysis Forecasting and Control. (1971)Curve Fitting and Optimal Design for Prediction (1978)A Bayesian Analysis of Kriging (1993)The effect of air pollution on migration: Evidence from China (2022)The Savings Investment and Valuation of a Corporation (1962)ARMA Models and the Box-Jenkins Methodology (1997)25 years of time series forecasting (2006)An Almost Ideal Demand System (1980)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (2000)The Relationship Between Employee Job Change and Job Satisfaction: The Honeymoon-Hangover Effect. (2005)Asymptotics for out of sample tests of Granger causality (2006)Tests for Forecast Encompassing (1998)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Long memory relationships and the aggregation of dynamic models (1980)Understanding spurious regressions in econometrics (1986)
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1971Time Series Analysis, Forecasting and Control.2,771 cited
  • 1960Forecasting Sales by Exponentially Weighted Moving Averages2,117 cited
  • 2000Forecasting Economic Time Series1,768 cited
  • 1982The accuracy of extrapolation (time series) methods: Results of a forecasting competition1,465 cited
  • 1985Exponential smoothing: The state of the art1,461 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
  • 1960Statistical Forecasting for Inventory Control.831 cited
  • 1977Forecasting Economic Time Series697 cited
  • 1976Bayesian Forecasting671 cited
  • 1979Accuracy of Forecasting: An Empirical Investigation514 cited
  • 1978The Holt-Winters Forecasting Procedure423 cited
  • 2004Forecasting seasonals and trends by exponentially weighted moving averages259 cited
  • 1984A unified view of statistical forecasting procedures238 cited
  • 1983Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study115 cited
  • 1968Linear Approximations to the Census and BLS Seasonal Adjustment Methods

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