Forecasting with Exponential Smoothing: The State Space Approach

by Ralph D Snyder, Anne B. Koehler, J. Keith Ord, et al.

Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a modelling framework incorporating stochastic models, likelihood calculation, prediction intervals and procedures for model selection, was not developed until relatively recently. This book brings together all of the important new results on the state space framework for exponential smoothing...

• Format: Paperback
• Language: English
• ISBN: 3540719164
• ISBN13: 9783540719168
• Release Date: July 2008
• Publisher: Springer
• Length: 362 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"