Forecasting with exponential smoothing: the state space approach
Auteur :
Hyndman, Rob / Koehler, Anne B. / Ord, J. Keith / Snyder, Ralph D.
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783540719168
Date de publication :
4 juil. 2008
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Allemagne
However, a modeling framework incorporating stochastic models, likelihood calculation, prediction intervals and procedures for model selection, was not developed until recently. More advanced topics are covered in Part 3, including the mathematical properties of the models and extensions of the models for specific problems.