Hyndman, R.J.; Koehler, A.B.; Snyder, R.D.; Grose, S. - Department of Econometrics and Business Statistics, … - 2000
We provide a new approach to automatic business forecasting based on an extended range of exponential smoothing methods. Each method in our taxonomy of exponential smoothing methods can be shown to be equivalent to the forecasts obtained from a state space model. This allows (1) the easy...
