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We provide a new approach to automatic forecasting based on an extended range of exponential smoothing methods. Each method in our taxonomy of exponential smoothing methods provides forecasts that are equivalent to forecasts from a state space model. This equivalence allows: (1) easy calculation of the likelihood, the AIC and other model selection criteria;(More)
We discuss and compare measures of accuracy of univariate time series forecasts. The methods used in the M-competition and the M3-competition, and many of the measures recommended by previous authors on this topic, are found to be inadequate, and many of them are degenerate in commonly occurring situations. Instead, we propose that the mean absolute scaled(More)
A new approach is proposed for forecasting a time series with multiple seasonal patterns. A state space model is developed for the series using the single source of error approach which enables us to develop explicit models for both additive and multiplicative seasonality. Parameter estimates may be obtained using methods adapted from general exponential(More)
Three general classes of state space models are presented, based upon the single source of error formulation. The first class is the standard linear state space model with homoscedastic errors, the second retains the linear structure but incorporates a dynamic form of heteroscedasticity, and the third allows for non-linear structure in the observation(More)
Applications of exponential smoothing to forecasting time series usually rely on three basic methods: simple exponential smoothing, trend corrected exponential smoothing and a seasonal variation thereof. A common approach to selecting the method appropriate to a particular time series is based on prediction validation on a withheld part of the sample using(More)
Mycobacterium bovis bacille Calmette-Guérin (BCG) is the most widely used live bacterial vaccine. However, limited information is available correlating route and dose of vaccination and induction of specific T cell responses with protection against tuberculosis. We compared efficacy of oral and systemic vaccination and correlated vaccine-induced T cell(More)
CD4+ T cell help is important for the generation of CD8+ T cell responses. We used depleting anti-CD4 mAb to analyze the role of CD4+ T cells for memory CD8+ T cell responses after secondary infection of mice with the intracellular bacterium Listeria monocytogenes, or after boost immunization by specific peptide or DNA vaccination. Surprisingly, anti-CD4(More)