Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing
Top Cited Papers
- 1 December 2011
- journal article
- Published by Informa UK Limited in Journal of the American Statistical Association
- Vol. 106 (496), 1513-1527
- https://doi.org/10.1198/jasa.2011.tm09771
Abstract
An innovations state space modeling framework is introduced for forecasting complex seasonal time series such as those with multiple seasonal periods, high-frequency seasonality, non-integer season...Keywords
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