Incorporating a Tracking Signal into State Space Models for Exponential Smoothing
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KeywordsForecasting; exponential smoothing; tracking signals.;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-12 (All new papers)
- NEP-ECM-2006-08-12 (Econometrics)
- NEP-ETS-2006-08-12 (Econometric Time Series)
- NEP-FOR-2006-08-12 (Forecasting)
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