Results 251 to 260 of about 153,046 (296)
Some of the next articles are maybe not open access.
2008
In earlier chapters we have considered only univariate models; we now proceed to examine multi-series extensions and to compare the multi-series innovations models with other multi-series schemes. We shall refer to our approach as the vector exponential smoothing (VES) framework. The innovations framework is similar to the structural time series models
openaire +1 more source
In earlier chapters we have considered only univariate models; we now proceed to examine multi-series extensions and to compare the multi-series innovations models with other multi-series schemes. We shall refer to our approach as the vector exponential smoothing (VES) framework. The innovations framework is similar to the structural time series models
openaire +1 more source
Adaptive Exponential Smoothing
1977Abstract : The adaptive exponential smoothing technique, and its utility for international affairs analysis, is discussed. Both monitoring and forecasting aspects of the technique are described. Calculation procedures are illustrated and worked through in an example using international event/interaction data.
openaire +1 more source
Practical exponential smoothing credibility
Blätter der DGVFM, 1990Since some time so-called credibility estimators with geometric weights are of some practical importance. As alternatives one can use so-called exponential smoothing credibility estimators. In the present paper the second ones are prepared for practical application.
openaire +1 more source
Adaptive Exponential Smoothing Revisited
Journal of the Operational Research Society, 1981Adaptive exponential smoothing models are designed to improve performance by letting the smoothing parameter vary according to the most recent forecasting accuracy. This paper argues that the constant exponential smoothing results used in two comparative studies are inadequate as benchmarks.
openaire +1 more source
Local Functional Exponential Smoothing
SSRN Electronic Journal, 2005A generalization of the exponential smoothing (ES) model is proposed by making two new assumptions about the form that the ES forecast function takes. First, the smoothing coefficient is made a function of (possibly a lag of) the observed time series and, second, the one-step ahead forecast is allowed to be a weighted average of the last forecast and ...
openaire +1 more source
Exponential smoothing models for energy forecasting
2013In this paper we address the issue of modelling and forecasting spot electricity* prices and energy l,oad demand. In particular, we model hourly time series for the Italian 'GM3, (G.rtore Mercato Elettrico) and Nordic Nord Pool markets. Exponential smoothing Holt-Winters methods are appropriate in this context because they are highly adaptable and ...
BERNARDI, MAURO +2 more
openaire +3 more sources
A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting
International Journal of Forecasting, 2020Slawek Smyl
exaly