Authors:
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
Includes supplementary material: sn.pub/extras
Part of the book series: Springer Series in Statistics (SSS)
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Table of contents (20 chapters)
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Front Matter
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Introduction
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Further Topics
About this book
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 intervals and procedures for model selection, was not developed until recently. This book brings together all of the important new results on the state space framework for exponential smoothing. It will be of interest to people wanting to apply the methods in their own area of interest as well as for researchers wanting to take the ideas in new directions. Part 1 provides an introduction to exponential smoothing and the underlying models. The essential details are given in Part 2, which also provide links to the most important papers in the literature. More advanced topics are covered in Part 3, including the mathematical properties of the models and extensions of the models for specific problems. Applications to particular domains are discussed in Part 4.
Authors and Affiliations
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Department of Econometrics & Business Statistics, Monash University, Clayton, Australia
Rob Hyndman, Ralph Snyder
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Department of Decision Sciences & Management Information Systems, Miami University, Oxford, USA
Anne Koehler
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McDonough School of Business, Georgetown University, Washington DC, USA
Keith Ord
Bibliographic Information
Book Title: Forecasting with Exponential Smoothing
Book Subtitle: The State Space Approach
Authors: Rob Hyndman, Anne Koehler, Keith Ord, Ralph Snyder
Series Title: Springer Series in Statistics
DOI: https://doi.org/10.1007/978-3-540-71918-2
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
Softcover ISBN: 978-3-540-71916-8Published: 04 July 2008
eBook ISBN: 978-3-540-71918-2Published: 19 June 2008
Series ISSN: 0172-7397
Series E-ISSN: 2197-568X
Edition Number: 1
Number of Pages: XIII, 362
Topics: Probability Theory and Stochastic Processes, Statistics for Business, Management, Economics, Finance, Insurance, Economic Theory/Quantitative Economics/Mathematical Methods, Statistical Theory and Methods