Showing 1 - 1 of 1
This paper deals with the prediction of time series with correlated errors at each time point using a Bayesian forecast approach based on the multivariate Holt–Winters model. Assuming that each of the univariate time series comes from the univariate Holt–Winters model, all of them sharing a...
Persistent link: https://www.econbiz.de/10011050514