Robust methods in exponential smoothing
Kybernetika (1996)
- Volume: 32, Issue: 3, page 289-306
- ISSN: 0023-5954
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topMichálek, Jiří. "Robust methods in exponential smoothing." Kybernetika 32.3 (1996): 289-306. <http://eudml.org/doc/28665>.
@article{Michálek1996,
author = {Michálek, Jiří},
journal = {Kybernetika},
keywords = {exponential smoothing; -estimates approach; robust; Holt's method},
language = {eng},
number = {3},
pages = {289-306},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Robust methods in exponential smoothing},
url = {http://eudml.org/doc/28665},
volume = {32},
year = {1996},
}
TY - JOUR
AU - Michálek, Jiří
TI - Robust methods in exponential smoothing
JO - Kybernetika
PY - 1996
PB - Institute of Information Theory and Automation AS CR
VL - 32
IS - 3
SP - 289
EP - 306
LA - eng
KW - exponential smoothing; -estimates approach; robust; Holt's method
UR - http://eudml.org/doc/28665
ER -
References
top- B. Abraham, J. Ledolter, Statistical Methods for Forecasting, Wiley, New York 1983. (1983) Zbl0587.62175MR0719535
- T. Cipra, Robust exponential smoothing, J. Forecasting 11 (1992), 57-69. (1992)
- R. Dutter, N. Stockinger, Robust time series analysis: a survey, Supplement to Kybernetika 23 (1987). (1987) Zbl0652.62088MR0921397
- H. Robbins, D. Siegmund, A convergent theorem for nonnegative almost supermartingales and some applications, In: Optimizing Methods in Statistics (J. S. Rustagi, ed.), Academic Press, New York 1971, pp. 233-257. (1971) MR0343355
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