Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
نویسندگان
چکیده
منابع مشابه
Forecasting time series with complex seasonal patterns using exponential smoothing
A new innovations state space modeling framework, incorporating Box-Cox transformations, Fourier series with time varying coefficients and ARMA error correction, is introduced for forecasting complex seasonal time series that cannot be handled using existing forecasting models. Such complex time series include time series with multiple seasonal periods, high frequency seasonality, non-integer s...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2011
ISSN: 0162-1459,1537-274X
DOI: 10.1198/jasa.2011.tm09771