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Level-adjusted exponential smoothing for modeling planned discontinuities1

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  • Williams, Dan W.
  • Miller, Don

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  • Williams, Dan W. & Miller, Don, 1999. "Level-adjusted exponential smoothing for modeling planned discontinuities1," International Journal of Forecasting, Elsevier, vol. 15(3), pages 273-289, July.
    • Handle: RePEc:eee:intfor:v:15:y:1999:i:3:p:273-289
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    References listed on IDEAS

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    1. Archibald, Blyth C., 1990. "Parameter space of the Holt-winters' model," International Journal of Forecasting, Elsevier, vol. 6(2), pages 199-209, July.
    2. Chatfield, Chris, 1993. "A personal view of the M2-competition," International Journal of Forecasting, Elsevier, vol. 9(1), pages 23-24, April.
    3. Goodwin, Paul & Wright, George, 1993. "Improving judgmental time series forecasting: A review of the guidance provided by research," International Journal of Forecasting, Elsevier, vol. 9(2), pages 147-161, August.
    4. Webby, Richard & O'Connor, Marcus, 1996. "Judgemental and statistical time series forecasting: a review of the literature," International Journal of Forecasting, Elsevier, vol. 12(1), pages 91-118, March.
    5. Yokuma, J. Thomas & Armstrong, J. Scott, 1995. "Beyond accuracy: Comparison of criteria used to select forecasting methods," International Journal of Forecasting, Elsevier, vol. 11(4), pages 591-597, December.
    6. Lawrence, Michael, 1993. "The M2-competition: Some personal views," International Journal of Forecasting, Elsevier, vol. 9(1), pages 25-26, April.
    7. Makridakis, Spyros & Chatfield, Chris & Hibon, Michele & Lawrence, Michael & Mills, Terence & Ord, Keith & Simmons, LeRoy F., 1993. "The M2-competition: A real-time judgmentally based forecasting study," International Journal of Forecasting, Elsevier, vol. 9(1), pages 5-22, April.
    8. Flores, Benito E, 1986. "A pragmatic view of accuracy measurement in forecasting," Omega, Elsevier, vol. 14(2), pages 93-98.
    9. Collopy, Fred & Armstrong, J. Scott, 1992. "Expert opinions about extrapolation and the mystery of the overlooked discontinuities," International Journal of Forecasting, Elsevier, vol. 8(4), pages 575-582, December.
    10. Ord, J. Keith & Geriner, Pamela A. & Reilly, David & Winkel, Robert, 1993. "Personal views of the M2-competition," International Journal of Forecasting, Elsevier, vol. 9(1), pages 26-28, April.
    11. Carreno, Jose Juan & Madinaveitia, Jesus, 1990. "A modification of time series forecasting methods for handling announced price increases," International Journal of Forecasting, Elsevier, vol. 6(4), pages 479-484, December.
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    Cited by:

    1. Taylor, James W., 2003. "Exponential smoothing with a damped multiplicative trend," International Journal of Forecasting, Elsevier, vol. 19(4), pages 715-725.
    2. 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.
    3. Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
    4. 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.
    5. Maia, André Luis Santiago & de Carvalho, Francisco de A.T., 2011. "Holt’s exponential smoothing and neural network models for forecasting interval-valued time series," International Journal of Forecasting, Elsevier, vol. 27(3), pages 740-759.
    6. J W Taylor, 2003. "Short-term electricity demand forecasting using double seasonal exponential smoothing," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(8), pages 799-805, August.
    7. 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.
    8. Taylor, James W., 2007. "Forecasting daily supermarket sales using exponentially weighted quantile regression," European Journal of Operational Research, Elsevier, vol. 178(1), pages 154-167, April.
    9. Dimitrov, Preslav & Daleva, Diana & Stoyanova, Milena, 2017. "Forecasting of the Volume of the SPA and Wellness Tourism Receipts in the South-West Bulgaria," Journal of Tourism, Sustainability and Well-being, Cinturs - Research Centre for Tourism, Sustainability and Well-being, University of Algarve, vol. 5(2), pages 83-99.
    10. Oscar Trull & Angel Peiró-Signes & J. Carlos García-Díaz, 2019. "Electricity Forecasting Improvement in a Destination Using Tourism Indicators," Sustainability, MDPI, vol. 11(13), pages 1-16, July.
    11. Taylor, James W., 2004. "Volatility forecasting with smooth transition exponential smoothing," International Journal of Forecasting, Elsevier, vol. 20(2), pages 273-286.
    12. James W. Taylor, 2004. "Smooth transition exponential smoothing," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(6), pages 385-404.
    13. Maia, André Luis Santiago & de Carvalho, Francisco de A.T., 2011. "Holt's exponential smoothing and neural network models for forecasting interval-valued time series," International Journal of Forecasting, Elsevier, vol. 27(3), pages 740-759, July.

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