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Forecasting with Exponential Smoothing by J. Keith Ord
Forecasting with Exponential Smoothing by J. Keith Ord
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Forecasting with Exponential Smoothing

The State Space Approach
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Description

Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a modeling framework incorporating stochastic models, likelihood calculation, prediction intervals and procedures for model selection, was not developed until 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. Part 1 provides an introduction to exponential smoothing and the underlying models. The essential details are given in Part 2, which also provide links to the most important papers in the literature. More advanced topics are covered in Part 3, including the mathematical properties of the models and extensions of the models for specific problems. Applications to particular domains are discussed in Part 4.
Release date Australia
July 4th, 2008
Audience
  • Postgraduate, Research & Scholarly
Illustrations
XIII, 362 p.
Pages
362
Dimensions
156x234x19
ISBN-13
9783540719168
Product ID
2567913

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