Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand
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Citations
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Cited by:
- Stathis Polyzos & Anestis Fotiadis & Aristeidis Samitas, 2021. "COVID-19 Tourism Recovery in the ASEAN and East Asia Region: Asymmetric Patterns and Implications," Working Papers DP-2021-12, Economic Research Institute for ASEAN and East Asia (ERIA).
- Ling Tang & Chengyuan Zhang & Tingfei Li & Ling Li, 2021. "A novel BEMD-based method for forecasting tourist volume with search engine data," Tourism Economics, , vol. 27(5), pages 1015-1038, August.
- Dimitrios D. Thomakos & Konstantinos Nikolopoulos, 2015.
"Forecasting Multivariate Time Series with the Theta Method,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(3), pages 220-229, April.
- Dimitrios D. Thomakos & Konstantinos Nikolopoulos, 2013. "Forecasting multivariate time series with the Theta Method," Working Papers 13004, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Elisa Jorge-González & Enrique González-Dávila & Raquel MartÃn-Rivero & Domingo Lorenzo-DÃaz, 2020. "Univariate and multivariate forecasting of tourism demand using state-space models," Tourism Economics, , vol. 26(4), pages 598-621, June.
- Eden Xiaoying Jiao & Jason Li Chen, 2019. "Tourism forecasting: A review of methodological developments over the last decade," Tourism Economics, , vol. 25(3), pages 469-492, May.
- Svetunkov, Ivan & Kourentzes, Nikolaos, 2015. "Complex Exponential Smoothing," MPRA Paper 69394, University Library of Munich, Germany.
- A Fronzetti Colladon & B Guardabascio & R Innarella, 2021. "Using social network and semantic analysis to analyze online travel forums and forecast tourism demand," Papers 2105.07727, arXiv.org.
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More about this item
Keywords
Holt-Winters’ method; Stochastic seasonality; Vector innovations state space models.;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2010-03-06 (Econometric Time Series)
- NEP-FOR-2010-03-06 (Forecasting)
- NEP-TUR-2010-03-06 (Tourism Economics)
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