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Initial conditions estimation for improving forecast accuracy in exponential smoothing

E. Vercher (), A. Corberán-Vallet, J. Segura and J. Bermúdez

TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, vol. 20, issue 2, 517-533

Keywords: Exponential smoothing; Demand forecasting; Damped trend models; Prediction intervals; M3-Competition; 62M20; 62P30; 90C30; 90B50 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11750-011-0221-9

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TOP: An Official Journal of the Spanish Society of Statistics and Operations Research is currently edited by Juan José Salazar González and Gustavo Bergantiños

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