Forecasting with Exponential Smoothing The State Space Approach /

• Main Authors: Hyndman, Rob (Author), Koehler, Anne (Author), Ord, Keith (Author), Snyder, Ralph (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Series: Springer Series in Statistics,
• Subjects: Mathematics.; Probabilities.; Statistics.; Economic theory.; Probability Theory and Stochastic Processes.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Economic Theory/Quantitative Economics/Mathematical Methods.; Statistical Theory and Methods.

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, lik...