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Initial conditions estimation for improving forecast accuracy in exponential smoothing

  • E. Vercher

    ()

  • A. Corberán-Vallet
  • J. Segura
  • J. Bermúdez
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    No abstract is available for this item.

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    File URL: http://hdl.handle.net/10.1007/s11750-011-0221-9
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    Article provided by Springer in its journal TOP.

    Volume (Year): 20 (2012)
    Issue (Month): 2 (July)
    Pages: 517-533

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    Handle: RePEc:spr:topjnl:v:20:y:2012:i:2:p:517-533
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    1. Corberán-Vallet, Ana & Bermúdez, José D. & Vercher, Enriqueta, 2011. "Forecasting correlated time series with exponential smoothing models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 252-265.
    2. Rob J. Hyndman & Anne B. Koehler, 2005. "Another Look at Measures of Forecast Accuracy," Monash Econometrics and Business Statistics Working Papers 13/05, Monash University, Department of Econometrics and Business Statistics.
    3. Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone, 2002. "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, Elsevier, vol. 18(3), pages 439-454.
    4. Taylor, James W., 2003. "Exponential smoothing with a damped multiplicative trend," International Journal of Forecasting, Elsevier, vol. 19(4), pages 715-725.
    5. Makridakis, Spyros & Hibon, Michele, 2000. "The M3-Competition: results, conclusions and implications," International Journal of Forecasting, Elsevier, vol. 16(4), pages 451-476.
    6. Ord, J.K. & Koehler, A. & Snyder, R.D., 1995. "Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models," Monash Econometrics and Business Statistics Working Papers 4/95, Monash University, Department of Econometrics and Business Statistics.
    7. Tratar, Liljana Ferbar, 2010. "Joint optimisation of demand forecasting and stock control parameters," International Journal of Production Economics, Elsevier, vol. 127(1), pages 173-179, September.
    8. McKenzie, Eddie & Gardner Jr., Everette S., 2010. "Damped trend exponential smoothing: A modelling viewpoint," International Journal of Forecasting, Elsevier, vol. 26(4), pages 661-665, October.
    9. Segura, J. V. & Vercher, E., 2001. "A spreadsheet modeling approach to the Holt-Winters optimal forecasting," European Journal of Operational Research, Elsevier, vol. 131(2), pages 375-388, June.
    10. J. Bermúdez & J. Segura & E. Vercher, 2008. "SIOPRED: a prediction and optimisation integrated system for demand," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(2), pages 258-271, December.
    11. J. D. Bermudez & J. V. Segura & E. Vercher, 2007. "Holt-Winters Forecasting: An Alternative Formulation Applied to UK Air Passenger Data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(9), pages 1075-1090.
    12. Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D., 2001. "Prediction Intervals for Exponential Smoothing State Space Models," Monash Econometrics and Business Statistics Working Papers 11/01, Monash University, Department of Econometrics and Business Statistics.
    13. Corberán-Vallet, Ana & Bermúdez, José D. & Vercher, Enriqueta, 2011. "Forecasting correlated time series with exponential smoothing models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 252-265, April.
    14. 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.
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