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Exponential smoothing: The effect of initial values and loss functions on post-sample forecasting accuracy

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  • Makridakis, Spyros
  • Hibon, Michele

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  • Makridakis, Spyros & Hibon, Michele, 1991. "Exponential smoothing: The effect of initial values and loss functions on post-sample forecasting accuracy," International Journal of Forecasting, Elsevier, vol. 7(3), pages 317-330, November.
    • Handle: RePEc:eee:intfor:v:7:y:1991:i:3:p:317-330
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    Cited by:

    1. Fischer, Ilan & Sullivan, Oriel, 2007. "Evolutionary modeling of time-use vectors," Journal of Economic Behavior & Organization, Elsevier, vol. 62(1), pages 120-143, January.
    2. Everette S. Gardner, 1999. "Note: Rule-Based Forecasting vs. Damped-Trend Exponential Smoothing," Management Science, INFORMS, vol. 45(8), pages 1169-1176, August.
    3. Udenio, Maximiliano & Vatamidou, Eleni & Fransoo, Jan C., 2023. "Exponential smoothing forecasts: Taming the Bullwhip Effect when demand is seasonal," Other publications TiSEM 8fca6329-83b9-4a49-a2aa-e, Tilburg University, School of Economics and Management.
    4. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    5. Filelis - Papadopoulos, Christos K. & Kyziropoulos, Panagiotis E. & Morrison, John P. & O‘Reilly, Philip, 2022. "Modelling and forecasting based on recursive incomplete pseudoinverse matrices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 197(C), pages 358-376.
    6. David, OS & Didi, R & Alex, PT & Mahyuddin, 2023. "Policy Strategies In Planning Adaptation Of The Sustainable Palm Oil Industry In Merauke Regency Papua Province Of Indonesia," African Journal of Food, Agriculture, Nutrition and Development (AJFAND), African Journal of Food, Agriculture, Nutrition and Development (AJFAND), vol. 23(8), August.
    7. Fang, Xichen & Guo, Hongye & Zheng, Kedi & Liu, Shuangquan & Chen, Qixin, 2024. "Real-time capacity cost obligations design in high-renewables energy markets," Renewable and Sustainable Energy Reviews, Elsevier, vol. 191(C).
    8. Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
    9. E. Vercher & A. Corberán-Vallet & J. Segura & J. Bermúdez, 2012. "Initial conditions estimation for improving forecast accuracy in exponential smoothing," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 517-533, July.
    10. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    11. Oscar Trull & Juan Carlos García-Díaz & Alicia Troncoso, 2020. "Initialization Methods for Multiple Seasonal Holt–Winters Forecasting Models," Mathematics, MDPI, vol. 8(2), pages 1-16, February.
    12. Robert R. Andrawis & Amir F. Atiya, 2009. "A new Bayesian formulation for Holt's exponential smoothing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(3), pages 218-234.

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