Holt’s exponential smoothing and neural network models for forecasting interval-valued time series
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References listed on IDEAS
- Peter R. Winters, 1960. "Forecasting Sales by Exponentially Weighted Moving Averages," Management Science, INFORMS, vol. 6(3), pages 324-342, April.
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- Holt, Charles C., 2004. "Author's retrospective on 'Forecasting seasonals and trends by exponentially weighted moving averages'," International Journal of Forecasting, Elsevier, vol. 20(1), pages 11-13.
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- Holt, Charles C., 2004. "Forecasting seasonals and trends by exponentially weighted moving averages," International Journal of Forecasting, Elsevier, vol. 20(1), pages 5-10.
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- Groenen, P.J.F. & Winsberg, S. & Rodriguez, O. & Diday, E., 2006. "I-Scal: Multidimensional scaling of interval dissimilarities," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 360-378, November.
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- Paulo M.M. Rodrigues & Nazarii Salish, 2011. "Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns," Working Papers w201128, Banco de Portugal, Economics and Research Department.
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KeywordsSymbolic data analysis; Exponential smoothing; Neural networks; Hybrid forecasting models; Interval-valued data;
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