Forecasting with Exponential Smoothing: The State Space Approach
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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.
Format:Paperback
Language:English
ISBN:3540719164
ISBN13:9783540719168
Release Date:July 2008
Publisher:Springer
Length:362 Pages
Weight:1.25 lbs.
Dimensions:0.9" x 6.1" x 9.2"
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