Another look at measures of forecast accuracy
Forecasting: principles and practice
Automatic Time Series Forecasting: The forecast Package for R
Two automatic forecasting algorithms that have been implemented in the forecast package for R, based on innovations state space models that underly exponential smoothing methods, are described.
Forecasting with Exponential Smoothing: The State Space Approach
I. Introduction: Basic concepts.- Getting started. II. Essentials: Linear innovations state space models.- Non-linear and heteroscedastic innovations state space models.- Estimation of innovations…
Detecting trend and seasonal changes in satellite image time series
Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
An innovations state space modeling framework is introduced for forecasting complex seasonal time series such as those with multiple seasonal periods, high-frequency seasonality, non-integer…
Computing and Graphing Highest Density Regions
- Rob J Hyndman
- Computer Science, Mathematics
A simple method for computing a highest density region from any given density f(x) that is bounded and continuous in x is proposed and a new form of boxplot is proposed based on highest density regions.
Robust forecasting of mortality and fertility rates: A functional data approach
Sample Quantiles in Statistical Packages
Abstract There are a large number of different definitions used for sample quantiles in statistical computer packages. Often within the same package one definition will be used to compute a quantile…