A note on forecasting demand using the multivariate exponential smoothing framework
نویسندگان
چکیده
منابع مشابه
A note on forecasting demand using the multivariate exponential smoothing framework
Simple exponential smoothing is widely used in forecasting economic time series. This is because it is quick to compute and it generally delivers accurate forecasts. On the other hand, its multivariate version has received little attention due to the complications arising with the estimation. Indeed, standard multivariate maximum likelihood methods are affected by numerical convergence issues a...
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ژورنال
عنوان ژورنال: International Journal of Production Economics
سال: 2015
ISSN: 0925-5273
DOI: 10.1016/j.ijpe.2015.01.017