Local and global trend Bayesian exponential smoothing models

Author:

Smyl SlawekORCID,Bergmeir ChristophORCID,Dokumentov AlexanderORCID,Long Xueying,Wibowo Erwin,Schmidt DanielORCID

Funder

Government of Spain Ministry of Universities

European Union

Australian Research Council

Publisher

Elsevier BV

Reference52 articles.

1. A new Bayesian formulation for Holt’s exponential smoothing;Andrawis;Journal of Forecasting,2009

2. Data transforms with exponential smoothing methods of forecasting;Beaumont;International Journal of Forecasting,2014

3. Should we really use post-hoc tests based on mean-ranks?;Benavoli;Journal of Machine Learning Research,2016

4. Bagging exponential smoothing methods using stl decomposition and Box-Cox transformation;Bergmeir;International Journal of Forecasting,2016

5. Multivariate exponential smoothing: A Bayesian forecast approach based on simulation;Bermudez;Mathematics and Computers in Simulation,2009

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