Forecasting with Exponential Smoothing

I. Introduction

1. Basic Concepts

2. Getting Started

II. Essentials

3. Linear Innovations State Space Models

4. Nonlinear and Heteroscedastic Innovations State Space Models

5. Estimation of Innovations State Space Models

6. Prediction Distributions and Intervals

7. Selection of Models

III. Further Topics

8. Normalizing Seasonal Components

9. Models with Regressor Variables

10. Some Properties of Linear Models

11. Reduced Forms and Relationships with ARIMA Models

12. Linear Innovations State Space Models with Random Seed States

13. Conventional State Space Models

14. Time Series with Multiple Seasonal Patterns
Phillip Gould, Farshid Vahid-Araghi

15. Nonlinear Models for Positive Data
Muhammad Akram

16. Models for Count Data

17. Vector Exponential Smoothing
Ashton Silva

IV. Applications

18. Inventory Control Applications

19. Conditional Heteroscedasticity and Applications in Finance

20. Economic Applications: The Beveridge–Nelson Decomposition
Chin Nam Low, Heather M. Anderson

DRM-restrictions

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Keywords: MATHEMATICS / Probability & Statistics / General MAT029000