Forecasting Compositional Time Series with Exponential Smoothing Methods
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More about this item
Keywordscompositional time series; innovations state space models; exponential smoothing; forecasting proportions;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-27 (All new papers)
- NEP-ECM-2010-11-27 (Econometrics)
- NEP-ETS-2010-11-27 (Econometric Time Series)
- NEP-FOR-2010-11-27 (Forecasting)
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