Forecasting time series with complex seasonal patterns using exponential smoothing
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More about this item
KeywordsExponential smoothing; Fourier series; prediction intervals; seasonality; state space models; time series decomposition;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2010-01-10 (Econometrics)
- NEP-ETS-2010-01-10 (Econometric Time Series)
- NEP-FOR-2010-01-10 (Forecasting)
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