Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles

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Short-Term Load Forecasting With Exponentially Weighted Methods (2012, methodology): “In [6], it is explained that separate smoothing of the level is”
Forecasting: theory and practice (2020, methodology): “Since then several advanced time series methods have been developed and evaluated (Taylor, 2010; De Livera et al., 2011; Taylor and Snyder, 2012), including artificial neural networks (Millán-Ruiz and Hidalgo, 2013; Pacheco et al., 2009; Li et al., 2011) and models for density forecasting (Taylor,…”
Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (2011, methodology): “To avoid the potentially large optimization problem, the initial states are usually approximated with various heuristics (Taylor 2003, 2010b; Gould et al. 2008), a practice that does not lead to optimized seed states.”