A state space model for exponential smoothing with group seasonality
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- Svetunkov, Ivan & Chen, Huijing & Boylan, John E., 2023. "A new taxonomy for vector exponential smoothing and its application to seasonal time series," European Journal of Operational Research, Elsevier, vol. 304(3), pages 964-980.
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More about this item
Keywords
Common seasonality; demand forecasting; exponential smoothing; Holt-Winters; state space model.;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-06-23 (Econometrics)
- NEP-ETS-2007-06-23 (Econometric Time Series)
- NEP-FOR-2007-06-23 (Forecasting)
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