Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation-Reference-Cited by-同舟云学术

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Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation

Published:2016-04 Issue:2 Volume:32 Page:303-312
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Bergmeir Christoph,Hyndman Rob J.,Benítez José M.

Funder

Spanish Ministry of Education (MEC)

Andalusian Research Plan

Publisher

Elsevier BV

Subject

Business and International Management

Reference30 articles.

1. An analysis of transformations;Box;Journal of the Royal Statistical Society: Series B,1964

2. Bagging predictors;Breiman;Machine Learning,1996

3. Sieve bootstrap for time series;Bühlmann;Bernoulli,1997

4. STL: A seasonal-trend decomposition procedure based on loess;Cleveland;Journal of Official Statistics,1990

5. Local regression models;Cleveland,1992

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