Hyndman, R.J.; Koehler, A.B.; Ord, J.K.; Snyder, R.D. - Department of Econometrics and Business Statistics, … - 2001
The main objective of this paper is to provide analytical expression for forecast variances that can be used in prediction intervals for the exponential smoothing methods. These expressions are based on state space models with a single source of error that underlie the exponential smoothing...
