Robust forecasting with exponential and Holt-Winters smoothing
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- Peter R. Winters, 1960. "Forecasting Sales by Exponentially Weighted Moving Averages," Management Science, INFORMS, vol. 6(3), pages 324-342, April.
- Taylor, James W., 2004. "Volatility forecasting with smooth transition exponential smoothing," International Journal of Forecasting, Elsevier, vol. 20(2), pages 273-286.
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- Anne B. Koehler & Rob J. Hyndman & Ralph D. Snyder & J. Keith Ord, 2005. "Prediction intervals for exponential smoothing using two new classes of state space models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(1), pages 17-37.
- Everette S. Gardner, 1999. "Note: Rule-Based Forecasting vs. Damped-Trend Exponential Smoothing," Management Science, INFORMS, vol. 45(8), pages 1169-1176, August.
- Markos Papageorgiou & Apostolos Kotsialos & Antonios Poulimenos, 2005. "Long-term sales forecasting using holt-winters and neural network methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(5), pages 353-368.
- 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.
- T. Cipra & R. Romera, 1997. "Kalman filter with outliers and missing observations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(2), pages 379-395, December.
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- repec:eee:ejores:v:264:y:2018:i:3:p:967-977 is not listed on IDEAS
- repec:eee:ecosta:v:3:y:2017:i:c:p:91-111 is not listed on IDEAS
- Chai, Jian & Zhang, Zhong-Yu & Wang, Shou-Yang & Lai, Kin Keung & Liu, John, 2014. "Aviation fuel demand development in China," Energy Economics, Elsevier, vol. 46(C), pages 224-235.
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- Francisco Javier Duque-Pintor & Manuel Jesús Fernández-Gómez & Alicia Troncoso & Francisco Martínez-Álvarez, 2016. "A New Methodology Based on Imbalanced Classification for Predicting Outliers in Electricity Demand Time Series," Energies, MDPI, Open Access Journal, vol. 9(9), pages 1-10, September.
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- Peter Ruckdeschel & Bernhard Spangl & Daria Pupashenko, 2014. "Robust Kalman tracking and smoothing with propagating and non-propagating outliers," Statistical Papers, Springer, vol. 55(1), pages 93-123, February.
- Tryggvi Jónsson & Pierre Pinson & Henrik Aa. Nielsen & Henrik Madsen, 2014. "Exponential Smoothing Approaches for Prediction in Real-Time Electricity Markets," Energies, MDPI, Open Access Journal, vol. 7(6), pages 1-23, June.
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