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Highest-density forecast regions for non-linear and non-normal time series models
Hyndman, Rob J. - In: Journal of forecasting 14 (1995) 5, pp. 431-441
Persistent link: https://www.econbiz.de/10001188614
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Prediction intervals for exponential smoothing using two new classes of state space models
Hyndman, Rob J.; Koehler, Anne B.; Ord, J.Keith; … - In: Journal of forecasting 24 (2005) 1, pp. 17-38
Persistent link: https://www.econbiz.de/10006872913
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Stochastic models underlying Croston's method for intermittent demand forecasting
Shenstone, Lydia; Hyndman, Rob J. - In: Journal of forecasting 24 (2005) 6, pp. 389-402
Persistent link: https://www.econbiz.de/10006875255
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Prediction intervals for exponential smoothing using two new classes of state space models
Hyndman, Rob J.; Koehler, Anne B.; Ord, John Keith; … - In: Journal of forecasting 24 (2005) 1, pp. 17-37
Persistent link: https://www.econbiz.de/10002569968
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Stochastic models underlying Croston's method for intermittent demand forecasting
Shenstone, Lydia; Hyndman, Rob J. - In: Journal of forecasting 24 (2005) 6, pp. 389-402
Persistent link: https://www.econbiz.de/10003101557
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Meta-learning how to forecast time series
Talagala, Thiyanga S.; Hyndman, Rob J.; Athanasopoulos, … - In: Journal of forecasting 42 (2023) 6, pp. 1476-1501
Persistent link: https://www.econbiz.de/10014338938