Forecasting with Exponential Smoothing : The State Space Approach
Publication Date: 2008
ISBN: 978-3-540-71918-2
Internet Resource: Please Login to download book
Exponential smoothing methods have been around since the 1950s, and are the most popular forecasting methods used in business and industry. Recently, exponential smoothing has been revolutionized with the introduction of a complete modeling framework incorporating innovations state space models, likelihood calculation, prediction intervals and procedures for model selection. In this book, all of the important results for this framework are brought together in a coherent manner with consistent notation. In addition, many new results and extensions are introduced and several application areas are examined in detail.
Subject: Mathematics and Statistics, Likelihood, Stochastic model, Stochastic models, exponential smoothing, innovation models, inventory control, modeling, state space models, supply chain, time series
