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Forecasting with Exponential Smoothing: The State Space Approach
Paperback
Series: Springer Statistics
Business GeneralGeneral MathematicsProbability & Statistics
ISBN13: 9783540719168
Publisher: Springer
Published: Jul 4 2008
Pages: 362
Weight: 1.25
Height: 0.90 Width: 6.10 Depth: 9.20
Language: English
Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a modelling framework incorporating stochastic models, likelihood calculation, prediction intervals and procedures for model selection, was not developed until relatively recently. This book brings together all of the important new results on the state space framework for exponential smoothing. It will be of interest to people wanting to apply the methods in their own area of interest as well as for researchers wanting to take the ideas in new directions. In short, the book gives an overview of current topics and develops new ideas that have not appeared in the academic literature.
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