Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation
Christoph Bergmeir, Rob J. Hyndman, José M. Benítez
| Year of publication: |
April-June 2016
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| Authors: | Bergmeir, Christoph ; Hyndman, Rob J. ; Benítez Sánchez, José Manuel |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 2, p. 303-312
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| Subject: | Bagging | Bootstrapping | Exponential smoothing | STL decomposition | Zeitreihenanalyse | Time series analysis | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Dekompositionsverfahren | Decomposition method | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596807