Previous |  Up |  Next

Article

Keywords:
ARIMA model; exponential smoothing of order $m$; discounted least squares; irregular observations; maximum likelihood; simple exponential smoothing; time series
Summary:

References:
[1] Abraham B., Ledolter J.: Statistical Methods for Forecasting. Wiley, New York 1983 MR 0719535 | Zbl 1082.62079
[2] Aldrin M., Damsleth E.: Forecasting non-seasonal time series with missing observations. J. Forecasting 8 (1989), 97–116
[3] Anděl J., Zichová J.: A method for estimating parameter in nonnegative MA(1) models. Comm. Statist. Theory Methods 31 (2002), 2101–2111 MR 1946313 | Zbl 1051.62070
[4] Chatfield C.: Time-Series Forecasting. Chapman & Hall/CRC, 2002
[5] Cipra T., Trujillo, J., Rubio A.: Holt–Winters method with missing observations. Manag. Sci. 41 (1995), 174–8 Zbl 0829.90034
[6] Cipra T.: Exponential smoothing for irregular data. Appl. Math. 51 (2006), 597–604 MR 2291784 | Zbl 1164.62377
[7] Wright D. J.: Forecasting data published at irregular time intervals using extension of Holt’s method. Manag. Sci. 32 (1986), 499–510
[8] Zichová J.: On a method of estimating parameters in non-negative ARMA models. Kybernetika 32 (1996), 409–424 MR 1420132 | Zbl 0882.62089
Partner of
EuDML logo