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Mathematics Forecasting with Exponential Smoothing: The State Space Approach (Springer Series in Statistics)

Posted on 2010-04-12




Name:Mathematics Forecasting with Exponential Smoothing: The State Space Approach (Springer Series in Statistics)
ASIN/ISBN:3540719164
Language:English
File size:6.5 Mb
Publish Date: 2003-01-252008
ISBN: 3540719164
Pages: 362 pages
File Type: PDF
File Size: 6,5 MB
Other Info: Springer
   Mathematics Forecasting with Exponential Smoothing: The State Space Approach (Springer Series in Statistics)



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Forecasting with Exponential Smoothing: The State Space Approach (Springer Series in Statistics)

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 relatively 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.

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