## Abstract Robust versions of the exponential and Holt–Winters smoothing method for forecasting are presented. They are suitable for forecasting univariate time series in the presence of outliers. The robust exponential and Holt–Winters smoothing methods are presented as recursive updating schemes
Bayesian forecasting with the Holt–Winters model
✍ Scribed by Bermúdez, J D; Segura, J V; Vercher, E
- Book ID
- 118210315
- Publisher
- Palgrave Publishers Ltd.
- Year
- 2010
- Tongue
- English
- Weight
- 251 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0160-5682
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