๐”– Bobbio Scriptorium
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Statistical Methods for Forecasting.by Bovas Abraham; Johannes Ledolter

โœ Scribed by Review by: W. D. Ray


Book ID
125781440
Publisher
Blackwell Publishing
Year
1984
Weight
268 KB
Volume
147
Category
Article
ISSN
0035-9238

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๐Ÿ“œ SIMILAR VOLUMES


Some comments on the initialization of e
โœ Johannes Ledolter; Bovas Abraham ๐Ÿ“‚ Article ๐Ÿ“… 1984 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 412 KB

It is shown that the traditional choice for the initial smoothed statistics in general exponential smoothing leads to the same forecasts as the equivalent ARIMA model, provided that one uses zero starting values for the initial shocks. In addition, an initialization which uses 'backforecasts' as ini