Exponential Smoothing Model Selection for Forecasting

@article{Billah2006ExponentialSM,
  title={Exponential Smoothing Model Selection for Forecasting},
  author={B. Billah and M. King and R. Snyder and A. B. Koehler},
  journal={International Journal of Forecasting},
  year={2006},
  volume={22},
  pages={239-247}
}
  • B. Billah, M. King, +1 author A. B. Koehler
  • Published 2006
  • Mathematics
  • International Journal of Forecasting
  • Applications of exponential smoothing to forecast time series usually rely on three basic methods: simple exponential smoothing, trend corrected exponential smoothing and a seasonal variation thereof. A common approach to select the method appropriate to a particular time series is based on prediction validation on a withheld part of the sample using criteria such as the mean absolute percentage error. A second approach is to rely on the most appropriate general case of the three methods. For… CONTINUE READING
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