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Springer Series in Statistics

Forecasting with Exponential Smoothing

The State Space Approach

Authors: Hyndman, R., Koehler, A.B., Ord, J.K., Snyder, R.D.

  • Provides solid intellectual foundation for exponential smoothing methods
  • Gives overview of current topics and develops new ideas that have not appeared in the academic literature
  • The forecast package for R implements the methods described in the book
  • Many graphics included
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eBook $74.99
price for USA (gross)
  • ISBN 978-3-540-71918-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA
  • ISBN 978-3-540-71916-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Exponential smoothing methods have been around since the 1950s, and are the most popular forecasting methods used in business and industry. Recently, exponential smoothing has been revolutionized with the introduction of a complete modeling framework incorporating innovations state space models, likelihood calculation, prediction intervals and procedures for model selection. In this book, all of the important results for this framework are brought together in a coherent manner with consistent notation. In addition, many new results and extensions are introduced and several application areas are examined in detail.

Rob J. Hyndman is a Professor of Statistics and Director of the Business and Economic Forecasting Unit at Monash University, Australia. He is Editor-in-Chief of the International Journal of Forecasting, author of over 100 research papers in statistical science, and received the 2007 Moran medal from the Australian Academy of Science for his contributions to statistical research.

Anne B. Koehler is a Professor of Decision Sciences and the Panuska Professor of Business Administration at Miami University, Ohio. She has numerous publications, many of which are on forecasting models for seasonal time series and exponential smoothing methods.

J.Keith Ord is a Professor in the McDonough School of Business, Georgetown University, Washington DC.  He has authored over 100 research papers in statistics and its applications and ten books including Kendall's Advanced Theory of Statistics.

Ralph D. Snyder is an Associate Professor in the Department of Econometrics and Business Statistics at Monash University, Australia. He has extensive publications on business forecasting and inventory management. He has played a leading role in the establishment of the class of innovations state space models for exponential smoothing.

Table of contents (20 chapters)

Buy this book

eBook $74.99
price for USA (gross)
  • ISBN 978-3-540-71918-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA
  • ISBN 978-3-540-71916-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Forecasting with Exponential Smoothing
Book Subtitle
The State Space Approach
Authors
Series Title
Springer Series in Statistics
Copyright
2008
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
The Editor(s) (if applicable) and The Author(s) 2018
eBook ISBN
978-3-540-71918-2
DOI
10.1007/978-3-540-71918-2
Softcover ISBN
978-3-540-71916-8
Series ISSN
0172-7397
Edition Number
1
Number of Pages
XIII, 362
Topics