Forecasting intraday time series with multiple seasonal cycles using parsimonious seasonal exponential smoothing
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- James W. Taylor & Ralph D. Snyder, 2009. "Forecasting Intraday Time Series with Multiple Seasonal Cycles Using Parsimonious Seasonal Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers 9/09, Monash University, Department of Econometrics and Business Statistics.
References listed on IDEAS
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More about this item
KeywordsForecasting; Time series; Exponential smoothing; Electricity load; Call centre arrivals;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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