Forecasting with Exponential Smoothing: The State Space Approach

by Ralph D Snyder, Anne B. Koehler, J. Keith Ord, et al.

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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...

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"

Related Subjects

Business Business & Investing Economics Game Theory Math Mathematics Probability & Statistics Science & Math

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Forecasting with Exponential Smoothing: The State Space Approach

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