ANALYSIS AND GENERALIZATION OF A MULTIVARIATE EXPONENTIAL SMOOTHING MODEL

被引:43
作者
HARVEY, AC
机构
关键词
D O I
10.1287/mnsc.32.3.374
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:374 / 380
页数:7
相关论文
共 14 条
[1]  
Anderson B., 1979, OPTIMAL FILTERING
[2]   ESTIMATION IN PRESENCE OF STOCHASTIC PARAMETER VARIATION [J].
COOLEY, TF ;
PRESCOTT, EC .
ECONOMETRICA, 1976, 44 (01) :167-184
[3]   FORECASTING APPLICATIONS OF AN ADAPTIVE MULTIPLE EXPONENTIAL SMOOTHING MODEL [J].
ENNS, PG ;
MACHAK, JA ;
SPIVEY, WA ;
WROBLESKI, WJ .
MANAGEMENT SCIENCE, 1982, 28 (09) :1035-1044
[4]  
Harvey A.C., 1983, J BUSINESS EC STAT, V1, P299, DOI DOI 10.1080/07350015.1983.10509355
[5]  
HARVEY AC, 1984, J FORECASTING, V3, P245, DOI 10.1002/for.3980030302
[6]  
HARVEY AC, 1983, LSEA41 EC PROGR DISC
[7]  
HARVEY AC, 1985, UNPUB MULTIVARIATE T
[8]  
HARVEY AC, 1983, QUESTIOO, V7, P563
[9]  
Harvey AC., 1981, TIME SERIES MODELS
[10]  
JONES RH, 1966, J R STAT SOC B, V28, P241