decomposing, smoothing and forecasting two-dimensional sparse data. In some ways, ROPES is similar to Ridge Regression, the LASSO … practical method of forecasting mortality rates, as well as a new method for interpolating and extrapolating sparse longitudinal …

forecasting. The parameter space for SSOE models may be specified to match that of the corresponding ARIMA scheme, or it may be … that underlies the Holt-Winters forecasting method. Conditionally heteroscedastic models may be developed in a similar …

for macroeconomic forecasting to VARs given the recent advances in VARMA modelling methodology and improvements in …

the other periods. Croston's method is a widely used procedure for intermittent demand forecasting. However, it is an ad …

assumed to be Gaussian, the resulting prediction distribution may have an infinite variance beyond a certain forecasting … approximation causes no serious problems for parameter estimation or for forecasting one or two steps ahead. However, for longer …. The performance of the Gaussian approximation is compared with those of two lognormal models for short-term forecasting …

In this paper, a Bayesian version of the exponential smoothing method of forecasting is proposed. The approach is based …

-term forecasting and also produce sensible long-term forecasts. The forecasts are compared with the official Australian government …