SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Analysis and Generalisation of a Multivariate Exponential Smoothing Model
4 references·9 citing·34 second hop
Analysis and Generalisation of a Multivariate Exponential Smoothing Model (1986)Analysis and Generalisation of a Multivar…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…Exponential Smoothing with an Adaptive Response Rate (1967)Exponential Smoothing with an…Exponential Smoothing for Multivariate Time Series (1966)Exponential Smoothing for Mul…A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling (2021)A Statistics and Deep Learnin…Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models (2016)Policy‐Oriented Macroeconomic…Forecasting Multivariate Time Series with the Theta Method (2015)Forecasting Multivariate Time…MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS (2014)MACROPRUDENTIAL POLICY AND FO…On the predictability of time-varying VAR and DSGE models (2012)On the predictability of time…Multivariate Exponential Smoothing for Forecasting Tourist Arrivals (2012)Multivariate Exponential Smoo…Forecasting correlated time series with exponential smoothing models (2010)Forecasting correlated time s…Multivariate stochastic volatility with Bayesian dynamic linear models (2007)Multivariate stochastic volat…Bayesian Forecasting for Seemingly Unrelated Time Series: Application to Local Government Revenue Forecasting (1993)Bayesian Forecasting for Seem…Forecasting, Structural Time Series Models and the Kalman Filter (1990)The M3-Competition: results, conclusions and implications (2000)A state space framework for automatic forecasting using exponential smoothing methods (2002)Smoothing, Forecasting and Prediction of Discrete Time Series. (1964)Local Forms of Spatial Analysis (1999)Forecasting and operational research: a review (2008)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Multivariate Simultaneous Generalized ARCH (1995)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Time Series Analysis: Forecasting and Control (1977)Determination of Exponential Smoothing Constant to Minimize Mean Square Error and Mean Absolute Deviation (2011)Inflation Forecasting in Angola: A Fractional Approach (2013)Time Series Analysis: Forecasting and Control (1977)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Structural change and the combination of forecasts (1987)Vancouver's Gasoline-Price Wars: An Empirical Exercise in Uncovering Supergame Strategies (1992)Estimating the Underlying Change in Unemployment in the UK (2000)Forecasting Economic Time Series (2000)Trends and random walks in macroeconmic time series (1982)A Survey of Some Recent Econometric Methods (1989)Neural Network Forecasting of Tourism Demand (2005)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Another look at measures of forecast accuracy (2006)Anticipating Chinese tourists arrivals in Australia: A time series analysis (2015)A novel BEMD-based method for forecasting tourist volume with search engine data (2020)Tourism Demand Forecasting Based on an LSTM Network and Its Variants (2021)Regression in Space and Time: A Statistical Essay (1985)Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)A new taxonomy for vector exponential smoothing and its application to seasonal time series (2022)Prediction by Exponentially Weighted Moving Averages and Related Methods (1961)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)
this work references cited by second hop

References

  • 1967Exponential Smoothing with an Adaptive Response Rate339 cited
  • 1983Forecasting Economic Time Series With Structural and Box-Jenkins Models: A Case Study272 cited
  • 1984A unified view of statistical forecasting procedures238 cited
  • 1966Exponential Smoothing for Multivariate Time Series62 cited

Cited by

  • 2012Multivariate Exponential Smoothing for Forecasting Tourist Arrivals59 cited
  • 2010Forecasting correlated time series with exponential smoothing models56 cited
  • 2021A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling46 cited
  • 1993Bayesian Forecasting for Seemingly Unrelated Time Series: Application to Local Government Revenue Forecasting35 cited
  • 2015Forecasting Multivariate Time Series with the Theta Method32 cited
  • 2007Multivariate stochastic volatility with Bayesian dynamic linear models20 cited
  • 2012On the predictability of time-varying VAR and DSGE models19 cited
  • 2014MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS16 cited
  • 2016Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models13 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work