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Forecasting with Exponential Smoothing: The State Space Approach by J. Keith Ord, Rob J. Hyndman, Anne Koehler

Forecasting with Exponential Smoothing: The State Space Approach

J. Keith Ord, Rob J. Hyndman, Anne Koehler

362 pages first pub 2008 (editions)

informative medium-paced
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Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a modeling framework incorporating stochastic models, likelihood calculation, prediction int...

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