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Normalization of seasonal factors in Winters methods. (2003). Koehler, Anne B. ; Archibald, Blyth C..
In: International Journal of Forecasting.
RePEc:eee:intfor:v:19:y:2003:i:1:p:143-148.

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Cited: 7

Citations received by this document

Cites: 7

References cited by this document

Cocites: 16

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems. (2022). Teixeira, Angelo Palos ; Barbosa-Povoa, Ana ; Dinis, Duarte.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:38:y:2022:i:1:p:178-192.

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  2. Quasifiltering for time-series modeling. (2015). Tsyplakov, Alexander.
    In: MPRA Paper.
    RePEc:pra:mprapa:66453.

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  3. Masking of volatility by seasonal adjustment methods. (2013). Hayat, Aziz ; Bhatti, Ishaq M..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:676-688.

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  4. A state space model for exponential smoothing with group seasonality. (2007). Hyndman, Rob ; van Donselaar, Karel H. ; de Kok, Ton G. ; Ouwehand, Pim.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2007-7.

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  5. Exponential smoothing: The state of the art--Part II. (2006). Gardner, Everette Jr., .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:4:p:637-666.

    Full description at Econpapers || Download paper

  6. 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

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  7. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; De Gooijer, Jan G..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050068.

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References

References cited by this document

  1. Archibald, B.C. Parameter space of the Holt–Winters’ model. 1990 International Journal of Forecasting. 6 199-209

  2. Lawton, R. How should additive Holt–Winters estimates be corrected?. 1998 International Journal of Forecasting. 14 393-403

  3. Makridakis, S. ; Anderson, A. ; Carbone, R. The accuracy of extrapolation (time series) methods: results of a forecasting competition. 1982 Journal of Forecasting. 3 333-344
    Paper not yet in RePEc: Add citation now
  4. McKenzie, E. A comparison of some standard seasonal forecasting systems. 1976 The Statistician. 23 3-14
    Paper not yet in RePEc: Add citation now
  5. McKenzie, E. Renormalization of seasonals in Winters’ forecasting systems: is it necessary?. 1986 Operations Research. 34 174-176
    Paper not yet in RePEc: Add citation now

  6. Ord, J.K. ; Koehler, A.B. ; Snyder, R.E. Estimation and prediction for a class of dynamic nonlinear statistical models. 1997 Journal of the American Statistical Association. 92 1621-1629

  7. Roberts, S.A. A general class of Holt–Winters type forecasting models. 1982 Management Science. 28 808-820
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Integrating the Additive Seasonal Model and Super-SBM Model to Compute the Efficiency of Port Logistics Companies in Vietnam. (2018). Day, Jen-Der ; Wang, Chia-Nan ; Chia- Nan Wang, ; Chien, Luu Quoc ; Kim, Nguyen Thi.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:8:p:2782-:d:162212.

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  2. Modelling and Prognosis of the Export of the Republic of Serbia by Using Seasonal Holt-Winters and Arima Method. (2016). Vesna, Jankovi-Mili ; Vinko, Lepojevi ; Jelena, Mladenovi .
    In: Economic Themes.
    RePEc:vrs:ecothe:v:54:y:2016:i:2:p:233-260:n:4.

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  3. Do market prices improve the accuracy of inflation forecasting in Poland? A disaggregated approach. (2016). Lenart, Ukasz ; Leszczyska-Paczesna, Agnieszka .
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:47:y:2016:i:6:p:365-394.

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  4. Do market prices improve the accuracy of inflation forecasting in Poland? A disaggregated approach. (2016). Lenart, Łukasz ; Leszczyska-Paczesna, Agnieszka .
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:47:y:2016:i:5:p:365-394.

    Full description at Econpapers || Download paper

  5. Demand forecasting with four-parameter exponential smoothing. (2016). Tratar, Liljana Ferbar ; Toman, Ale ; Mojkerc, Bla .
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:181:y:2016:i:pa:p:162-173.

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  6. Dynamic seasonality in time series. (2014). Chung, Ray S. W., ; So, Mike K. P., .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:70:y:2014:i:c:p:212-226.

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  7. The admissible parameter space for exponential smoothing models. (2008). Hyndman, Rob ; Akram, Muhammad ; Archibald, Blyth.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:60:y:2008:i:2:p:407-426.

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  8. Automatic Time Series Forecasting: The forecast Package for R. (2008). Hyndman, Rob ; Khandakar, Yeasmin.
    In: Journal of Statistical Software.
    RePEc:jss:jstsof:27:i03.

    Full description at Econpapers || Download paper

  9. Automatic time series forecasting: the forecast package for R.. (2007). Hyndman, Rob ; Khandakar, Yeasmin .
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2007-6.

    Full description at Econpapers || Download paper

  10. Exponential smoothing: The state of the art--Part II. (2006). Gardner, Everette Jr., .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:4:p:637-666.

    Full description at Econpapers || Download paper

  11. 25 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

    Full description at Econpapers || Download paper

  12. 25 Years of IIF Time Series Forecasting: A Selective Review. (2005). Hyndman, Rob ; De Gooijer, Jan G..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050068.

    Full description at Econpapers || Download paper

  13. Time Series Forecasting: The Case for the Single Source of Error State Space. (2005). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, Anne B ; Leeds, Mark.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2005-7.

    Full description at Econpapers || Download paper

  14. Normalization of seasonal factors in Winters methods. (2003). Koehler, Anne B. ; Archibald, Blyth C..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:19:y:2003:i:1:p:143-148.

    Full description at Econpapers || Download paper

  15. Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method.. (1999). Snyder, Ralph ; Ord, Keith ; Koehler, A. B..
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:1999-1.

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  16. Level-adjusted exponential smoothing for modeling planned discontinuities1. (1999). Williams, Dan W. ; Miller, Don.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:15:y:1999:i:3:p:273-289.

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Authors registered in RePEc who have wrote about the same topic

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