A New Look at Models For Exponential Smoothing
By C. Chatfield, Anne B. Koehler, J. Keith Ord, Ralph D. Snyder. 2001
123 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/019e19d4bf0ab191e6b7db79e9d7fdef354839ee
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Rob J Hyndman
- J. De Gooijer
- Todd E. Clark
- Ken West
- Afees A. Salisu
- David E. Rapach
- Michael W. McCracken
- Barbara Rossi
In Management Science and Operations Research
- J. De Gooijer
- L. Shenstone
- Rob J Hyndman
- Todd E. Clark
- Fotios Petropoulos
- Alexei Botchkarev
- George Athanasopoulos
- Konstantinos Nikolopoulos
In Statistics and Probability
- J. De Gooijer
- L. Shenstone
- Rob J Hyndman
- Todd E. Clark
- Han Lin Shang
- George Athanasopoulos
- Fotios Petropoulos
- Christoph Bergmeir
Citations in the corpus
- Stochastic models underlying Croston ’ s method for intermittent demand forecasting 2 February 2005 (2005, background): “Chatfield et al. (2001) summarizes a general class of state space models for which SES provides optimal forecasts.”
- EXPONENTIAL SMOOTHING: THE STATE OF THE ART, PART II (2006, unknown): “As Koehler et al. (2001) and Hyndman et al. (2002) observed, their state-space models are not unique and many other such models could be formulated.”
- Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility (2011, background): “In general, exponential smoothing also is known to be effective for trend estimation and forecasting (Makridakis and Hibon 2000; Chatfield et al. 2001).”
- 25 years of time series forecasting (2006, background): “Satchell & Timmermann (1995) and Chatfield et al. (2001) showed that SES is optimal for a wide range of data generating processes.”
- 25 Years of IIF Time Series Forecasting: A Selective Review (2005, background): “Satchell & Timmermann (1995) and Chatfield et al. (2001) showed that SES is optimal for a wide range of data generating processes.”