The admissible parameter space for exponential smoothing models

By Rob J Hyndman, M. Akram, Blyth C. Archibald. 2008

89 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Ocean Engineering

View Paper: https://www.semanticscholar.org/paper/a3288bbce78ecddc64ca31f6e2f94260a8640e9b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Rob J Hyndman
2. Ralph D. Snyder
3. Alysha M. De Livera
4. Konstantinos Nikolopoulos
5. Alexei Botchkarev
6. Christoph Bergmeir
7. Han Lin Shang
8. Nikolaos Kourentzes

In Management Science and Operations Research

1. Rob J Hyndman
2. Alysha M. De Livera
3. Ralph D. Snyder
4. Fotios Petropoulos
5. George Athanasopoulos
6. Nikolaos Kourentzes
7. Konstantinos Nikolopoulos
8. Han Lin Shang

In Ocean Engineering

1. Rob J Hyndman

Citations in the corpus

• EXPONENTIAL SMOOTHING: THE STATE OF THE ART, PART II (2006, unknown): “Archibald’s work was extended by Hyndman, Akram, and Archibald (2005), who give equations that define an b admissible Q parameter space for all additive seasonal methods except the DM methods.”
• Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing (2011, background): “The forecastibility regions which lead to stable forecasts are not available for non-linear models (Hyndman et al. 2007).”