Product Information
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.Product Identifiers
PublisherSpringer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
ISBN-139783540719168
eBay Product ID (ePID)88479292
Product Key Features
Number of Pages362 Pages
Publication NameForecasting with Exponential Smoothing: the State Space Approach
LanguageEnglish
SubjectEconomics, Government, Mathematics
Publication Year2008
TypeTextbook
AuthorJ. Keith Ord, Rob Hyndman, Ralph D. Snyder, Anne B. Koehler
SeriesSpringer Series in Statistics
Dimensions
Item Height235 mm
Item Weight581 g
Additional Product Features
Country/Region of ManufactureGermany
Title_AuthorRob Hyndman, J. Keith Ord, Ralph D. Snyder, Anne B. Koehler