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Robust forecasting with exponential and Holt-Winters smoothing

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  1. Barrow, Devon & Kourentzes, Nikolaos, 2018. "The impact of special days in call arrivals forecasting: A neural network approach to modelling special days," European Journal of Operational Research, Elsevier, vol. 264(3), pages 967-977.
  2. Gambacciani, Marco & Paolella, Marc S., 2017. "Robust normal mixtures for financial portfolio allocation," Econometrics and Statistics, Elsevier, vol. 3(C), pages 91-111.
  3. Edward J. Lusk & Michael Halperin & Atanas Tetikov & Niya Stefanova, 2010. "Forecasting Financial Market Annual Performance Measures: Further Evidence +," American Journal of Economics and Business Administration, Science Publications, vol. 2(3), pages 300-306, September.
  4. 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.
  5. Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K., 2010. "Robust Forecasting of Non-Stationary Time Series," Discussion Paper 2010-105, Tilburg University, Center for Economic Research.
  6. Dorel Paraschiv & Cristiana Tudor & Radu Petrariu, 2015. "The Textile Industry and Sustainable Development: A Holt–Winters Forecasting Investigation for the Eastern European Area," Sustainability, MDPI, vol. 7(2), pages 1-12, January.
  7. H. Kent Baker & Satish Kumar & Debidutta Pattnaik, 2021. "Research constituents, intellectual structure, and collaboration pattern in the Journal of Forecasting: A bibliometric analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 577-602, July.
  8. Steven D. Silver & Marko Raseta, 2021. "An ARFIMA multi-level model of dual-component expectations in repeated cross-sectional survey data," Empirical Economics, Springer, vol. 60(2), pages 683-699, February.
  9. Costache, Mioara & Sebastian Cristea, Dragos & Petrea, Stefan-Mihai & Neculita, Mihaela & Rahoveanu, Maria Magdalena Turek & Simionov, Ira-Adeline & Mogodan, Alina & Sarpe, Daniela & Rahoveanu, Adrian, 2021. "Integrating aquaponics production systems into the Romanian green procurement network," Land Use Policy, Elsevier, vol. 108(C).
  10. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  11. Yihang Zhu & Yinglei Zhao & Jingjin Zhang & Na Geng & Danfeng Huang, 2019. "Spring onion seed demand forecasting using a hybrid Holt-Winters and support vector machine model," PLOS ONE, Public Library of Science, vol. 14(7), pages 1-18, July.
  12. 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, vol. 9(9), pages 1-10, September.
  13. Ahmed Al-Imam & Marek A. Motyka & Zuzanna Witulska & Manal Younus & Michał Michalak, 2022. "Spatiotemporal Mapping of Online Interest in Cannabis and Popular Psychedelics before and during the COVID-19 Pandemic in Poland," IJERPH, MDPI, vol. 19(11), pages 1-17, May.
  14. Edward J. LUSK & Michael HALPERIN & Niya STEFANOVA & Atanas TETIKOV, 2011. "Investigation of: "Shopping in the Market-beta Mall"," Journal of Knowledge Management, Economics and Information Technology, ScientificPapers.org, vol. 1(5), pages 1-9, August.
  15. Mauro Bernardi & Francesco Lisi, 2020. "Point and Interval Forecasting of Zonal Electricity Prices and Demand Using Heteroscedastic Models: The IPEX Case," Energies, MDPI, vol. 13(23), pages 1-34, November.
  16. Chia-Nan Wang & Jen-Der Day & Nguyen Thi Kim Lien & Luu Quoc Chien, 2018. "Integrating the Additive Seasonal Model and Super-SBM Model to Compute the Efficiency of Port Logistics Companies in Vietnam," Sustainability, MDPI, vol. 10(8), pages 1-17, August.
  17. Dicembrino, Claudio & Trovato, Giovanni, 2013. "Structural Breaks, Price and Income Elasticity, and Forecast of the Monthly Italian Electricity Demand," MPRA Paper 47653, University Library of Munich, Germany.
  18. 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.
  19. Islam, Md. Zahidul & Lin, Yuzhang & Vokkarane, Vinod M. & Yu, Nanpeng, 2023. "Robust learning-based real-time load estimation using sparsely deployed smart meters with high reporting rates," Applied Energy, Elsevier, vol. 352(C).
  20. Rafael Sánchez-Durán & Joaquín Luque & Julio Barbancho, 2019. "Long-Term Demand Forecasting in a Scenario of Energy Transition," Energies, MDPI, vol. 12(16), pages 1-23, August.
  21. Tryggvi Jónsson & Pierre Pinson & Henrik Aa. Nielsen & Henrik Madsen, 2014. "Exponential Smoothing Approaches for Prediction in Real-Time Electricity Markets," Energies, MDPI, vol. 7(6), pages 1-23, June.
  22. Mohammad Arashi & Mohammad Mahdi Rounaghi, 2022. "Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model," Future Business Journal, Springer, vol. 8(1), pages 1-12, December.
  23. E. Bajalinov & Sz. Duleba, 2020. "Seasonal time series forecasting by the Walsh-transformation based technique," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 28(3), pages 983-1001, September.
  24. Croux, C. & Fried, R. & Gijbels, I. & Mahieu, K., 2010. "Robust Forecasting of Non-Stationary Time Series," Other publications TiSEM 94542b5e-4319-4f5a-bc35-2, Tilburg University, School of Economics and Management.
  25. Alsaidi M. Altaher & Mohd Tahir Ismail, 2012. "Robust Wavelet Estimation to Eliminate Simultaneously the Effects of Boundary Problems, Outliers, and Correlated Noise," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2012, pages 1-18, November.
  26. Francisco Martínez-Álvarez & Amandine Schmutz & Gualberto Asencio-Cortés & Julien Jacques, 2018. "A Novel Hybrid Algorithm to Forecast Functional Time Series Based on Pattern Sequence Similarity with Application to Electricity Demand," Energies, MDPI, vol. 12(1), pages 1-18, December.
  27. Guo-hua Ye & Mirxat Alim & Peng Guan & De-sheng Huang & Bao-sen Zhou & Wei Wu, 2021. "Improving the precision of modeling the incidence of hemorrhagic fever with renal syndrome in mainland China with an ensemble machine learning approach," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-13, March.
  28. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
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