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library.bib
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@book{Hyndman2008b,
author = {Hyndman, Rob J. and Koehler, Anne B. and Ord, J. Keith and Snyder, Ralph D.},
isbn = {978-3-540-71916-8},
publisher = {Springer Berlin Heidelberg},
title = {{Forecasting with Exponential Smoothing: The State Space Approach}},
doi = {10.1007/978-3-540-71918-2},
year = {2008}
}
@book{Hyndman2018,
author = {Hyndman, Rob J. and Athanasopoulos, George},
publisher = {OTexts: Melbourne, Australia},
title = {{Forecasting: Principles and Practice, 2nd edition. Accessed on 01.04.2020}},
year = {2018},
url = {https://OTexts.com/fpp2}
}
@article{Nadarajah2005,
author = {Nadarajah, Saralees},
doi = {10.1080/02664760500079464},
journal = {Journal of Applied Statistics},
number = {7},
pages = {685 -- 694},
title = {{A Generalized Normal Distribution}},
volume = {32},
year = {2005}
}
@article{Davydenko2013,
author = {Davydenko, Andrey and Fildes, Robert},
doi = {10.1016/j.ijforecast.2012.09.002},
journal = {International Journal of Forecasting},
number = {3},
pages = {510 -- 522},
title = {{Measuring Forecasting Accuracy: The Case Of Judgmental Adjustments To SKU-Level Demand Forecasts}},
volume = {29},
year = {2013}
}
@article{Kolassa2016,
author = {Kolassa, Stephan},
doi = {10.1016/j.ijforecast.2015.12.004},
journal = {International Journal of Forecasting},
number = {3},
pages = {788 -- 803},
title = {{Evaluating Predictive Count Data Distributions in Retail Sales Forecasting}},
volume = {32},
year = {2016}
}
@article{Petropoulos2015,
author = {Petropoulos, Fotios and Kourentzes, Nikolaos},
doi = {10.1057/jors.2014.62},
journal = {Journal of the Operational Research Society},
number = {6},
pages = {914 -- 924},
title = {{Forecast Combinations for Intermittent Demand}},
volume = {66},
year = {2015}
}
@article{Hyndman2006,
author = {Hyndman, Rob J. and Koehler, Anne B.},
doi = {10.1016/j.ijforecast.2006.03.001},
journal = {International Journal of Forecasting},
number = {4},
pages = {679 -- 688},
title = {{Another Look at Measures of Forecast Accuracy}},
volume = {22},
year = {2006}
}
@article{Yu2005,
author = {Yu, Keming and Zhang, Jin},
doi = {10.1080/03610920500199018},
isbn = {0361-0926 1532-415X},
issn = {03610926},
journal = {Communications in Statistics -- Theory and Methods},
number = {9-10},
pages = {1867 -- 1879},
title = {{A Three-parameter Asymmetric Laplace Distribution and Its Extension}},
volume = {34},
year = {2005}
}
@article{Geraci2007,
author = {Geraci, Marco and Bottai, Matteo},
doi = {10.1093/biostatistics/kxj039},
isbn = {1465-4644},
issn = {14654644},
journal = {Biostatistics},
number = {1},
pages = {140 -- 154},
pmid = {16636139},
title = {{Quantile Regression for Longitudinal Data Using the Asymmetric Laplace Distribution}},
volume = {8},
year = {2007}
}
@book{Brown1956,
address = {Cambridge 42, Massachusetts},
author = {Brown, Robert G.},
publisher = {Arthur D. Little, Inc},
title = {{Exponential Smoothing for Predicting Demand}},
year = {1956}
}
@article{Gardner1985,
author = {Gardner, Everette S.},
doi = {10.1002/for.3980040103},
journal = {Journal of Forecasting},
number = {1},
pages = {1 -- 28},
title = {{Exponential Smoothing: The State of the Art}},
volume = {4},
year = {1985}
}
@article{Gardner2006,
author = {Gardner, Everette S.},
doi = {10.1016/j.ijforecast.2006.03.005},
journal = {International Journal of Forecasting},
number = {4},
pages = {637 -- 666},
title = {{Exponential Smoothing: The State of the Art-Part II}},
volume = {22},
year = {2006}
}
@article{Persons1919,
author = {Persons, Warren M.},
doi = {10.2307/1928754},
journal = {The Review of Economics and Statistics},
number = {1},
pages = {5 -- 107},
title = {{General Considerations and Assumptions}},
volume = {1},
year = {1919}
}
@article{Pegels1969,
author = {Pegels, C. Carl},
journal = {Management Science},
number = {5},
pages = {311 -- 315},
title = {{Exponential Forecasting: Some New Variations}},
url = {https://www.jstor.org/stable/2628137},
volume = {15},
year = {1969}
}
@article{Hyndman2002,
author = {Hyndman, Rob J. and Koehler, Anne B. and Snyder, Ralph D. and Grose, Simone},
doi = {10.1016/S0169-2070(01)00110-8},
journal = {International Journal of Forecasting},
number = {3},
pages = {439 -- 454},
title = {{A State Space Framework for Automatic Forecasting Using Exponential Smoothing Methods}},
volume = {18},
year = {2002}
}
@article{Muth1960,
author = {Muth, John F.},
doi = {10.2307/2281742},
journal = {Journal of the American Statistical Association},
number = {1},
pages = {299 -- 306},
title = {{Optimal Properties of Exponentially Weighted Forecasts}},
volume = {55},
year = {1960}
}
@article{Snyder1985,
author = {Snyder, Ralph D.},
doi = {10.1111/j.2517-6161.1985.tb01355.x},
journal = {Journal of the Royal Statistical Society, Series B (Methodological)},
number = {2},
pages = {272 -- 276},
title = {{Recursive Estimation of Dynamic Linear Models}},
volume = {47},
year = {1985}
}
@article{Roberts1982,
author = {Roberts, S. A.},
doi = {10.1287/mnsc.28.7.808},
journal = {Management Science},
number = {7},
pages = {808 -- 820},
title = {{A General Class of Holt-Winters Type Forecasting Models}},
volume = {28},
year = {1982}
}
@article{Gardner1985a,
author = {Gardner, Everette S. and McKenzie, Ed},
doi = {10.1016/0169-2070(86)90056-7},
journal = {Management Science},
number = {10},
pages = {1237 -- 1246},
title = {{Forecasting Trends in Time Series}},
volume = {31},
year = {1985}
}
@article{Holt2004b,
author = {Holt, Charles C.},
doi = {10.1016/j.ijforecast.2003.09.015},
journal = {International Journal of Forecasting},
number = {1},
pages = {5 -- 10},
title = {{Forecasting Seasonals and Trends by Exponentially Weighted Moving Averages}},
volume = {20},
year = {2004}
}
@article{Winters1960,
author = {Winters, Peter R.},
doi = {10.1287/mnsc.6.3.324},
journal = {Management Science},
number = {3},
pages = {324 -- 342},
title = {{Forecasting Sales by Exponentially Weighted Moving Averages}},
volume = {6},
year = {1960}
}
@article{Gardner1989,
author = {Gardner, Everette S. and McKenzie, Ed},
doi = {10.1287/mnsc.35.3.372},
journal = {Management Science},
number = {3},
pages = {372 -- 376},
title = {{Seasonal Exponential Smoothing with Damped Trends}},
volume = {35},
year = {1989}
}
@article{Taylor2003,
author = {Taylor, James W.},
doi = {10.1016/S0169-2070(03)00003-7},
journal = {International Journal of Forecasting},
number = {4},
pages = {715 -- 725},
title = {{Exponential Smoothing with a Damped Multiplicative Trend}},
volume = {19},
year = {2003}
}
@article{Gould2008,
author = {Gould, Phillip G. and Koehler, Anne B. and Ord, J. Keith and Snyder, Ralph D. and Hyndman, Rob J. and Vahid-Araghi, Farshid},
doi = {10.1016/j.ejor.2007.08.024},
journal = {European Journal of Operational Research},
number = {1},
pages = {205 -- 220},
title = {{Forecasting Time Series with Multiple Seasonal Patterns}},
volume = {191},
year = {2008}
}
@article{Taylor2008,
author = {Taylor, James W.},
doi = {10.1016/j.ijforecast.2008.07.007},
journal = {International Journal of Forecasting},
number = {4},
pages = {645 -- 658},
title = {{An Evaluation of Methods for Very Short-term Load Forecasting Using Minute-by-minute British Data}},
volume = {24},
year = {2008}
}
@article{Taylor2010,
author = {Taylor, James W.},
doi = {10.1016/j.ejor.2009.10.003},
journal = {European Journal of Operational Research},
number = {1},
pages = {139 -- 152},
title = {{Triple Seasonal Methods for Short-term Electricity Demand Forecasting}},
volume = {204},
year = {2010}
}
@article{DeLivera2010,
author = {{De Livera}, Alysha M.},
doi = {10.1016/j.ijforecast.2010.05.010},
journal = {International Journal of Forecasting},
number = {4},
pages = {655 -- 657},
publisher = {Elsevier B.V.},
title = {{Exponentially Weighted Methods for Multiple Seasonal Time Series}},
volume = {26},
year = {2010}
}
@article{DeLivera2011,
author = {{De Livera}, Alysha M. and Hyndman, Rob J. and Snyder, Ralph D.},
doi = {10.1198/jasa.2011.tm09771},
journal = {Journal of the American Statistical Association},
number = {496},
pages = {1513 -- 1527},
title = {{Forecasting Time Series With Complex Seasonal Patterns Using Exponential Smoothing}},
volume = {106},
year = {2011}
}
@book{Burnham2004,
author = {Burnham, Kenneth P. and Anderson, David R.},
doi = {10.1007/b97636},
isbn = {978-0-387-95364-9},
issn = {03043800},
pages = {515},
publisher = {Springer New York},
title = {{Model Selection and Multimodel Inference}},
year = {2004}
}
@article{Akaike1974,
author = {Akaike, Hirotugu},
doi = {10.1109/TAC.1974.1100705},
journal = {IEEE Transactions on Automatic Control},
number = {6},
pages = {716 -- 723},
title = {{A New Look at the Statistical Model Identification}},
volume = {19},
year = {1974}
}
@article{Sugiura1978,
author = {Sugiura, Nariaki},
doi = {10.1080/03610927808827599},
journal = {Communications in Statistics - Theory and Methods},
number = {1},
pages = {13 -- 26},
pmid = {458},
title = {{Further Analysis of the Data by Akaike's Information Criterion and the Finite Corrections}},
volume = {7},
year = {1978}
}
@article{Schwarz1978,
author = {Schwarz, Gideon},
doi = {10.1214/aos/1176344136},
journal = {The Annals of Statistics},
number = {2},
pages = {461 -- 464},
title = {{Estimating the Dimension of a Model}},
volume = {6},
year = {1978}
}
@article{McQuarrie1999,
author = {McQuarrie, Allan D.},
doi = {10.1016/S0167-7152(98)00294-6},
journal = {Statistics {\&} Probability Letters},
number = {1},
pages = {79 -- 86},
title = {{A Small-sample Correction for the Schwarz SIC Model Selection Criterion}},
volume = {44},
year = {1999}
}
@article{Brenner1968,
author = {Brenner, J. L. and D'Esopo, D. A. and Fowler, A. G.},
doi = {10.1287/mnsc.15.3.141},
journal = {Management Science},
number = {3},
pages = {141 -- 159},
title = {{Difference Equations in Forecasting Formulas}},
volume = {15},
year = {1968}
}
@article{Gardner2008,
author = {Gardner, Everette S. and Diaz-Saiz, Joaquin},
doi = {10.1016/j.ijforecast.2007.05.002},
journal = {International Journal of Forecasting},
number = {1},
pages = {170 -- 174},
title = {{Exponential Smoothing in the Telecommunications Data}},
volume = {24},
year = {2008}
}
@article{Snyder2017,
author = {Snyder, Ralph D. and Ord, J. Keith and Koehler, Anne B. and McLaren, Keith R. and Beaumont, Adrian N.},
doi = {10.1016/j.ijforecast.2016.11.008},
journal = {International Journal of Forecasting},
number = {2},
pages = {502 -- 512},
title = {{Forecasting Compositional Time Series: A State Space Approach}},
volume = {33},
year = {2017}
}
@article{Sangal1970,
author = {Sangal, B.P. and Biswas, Asit K.},
doi = {10.1029/WR006i002p00505},
journal = {Water Resources Research},
number = {2},
pages = {505 -- 515},
title = {{The 3-Parameter Lognormal Distribution Applications in Hydrology}},
volume = {6},
year = {1970}
}
@article{Svetunkov2020ETS,
author = {Svetunkov, Ivan and Boylan, John E.},
journal={IMA Journal of Management Mathematics},
issn = {1471-6798},
number = {3},
pages = {dpad028},
title = {{Staying Positive: Challenges and Solutions in Using Pure Multiplicative ETS Models}},
year = {2023},
doi = {10.1093/imaman/dpad028}
}
@article{Akram2009,
author = {Akram, Muhammad and Hyndman, Rob J. and Ord, J. Keith},
doi = {10.1111/j.1467-842X.2009.00555.x},
journal = {Australian {\&} New Zealand Journal of Statistics},
number = {4},
pages = {415 -- 432},
title = {{Exponential Smoothing and Non-negative Data}},
volume = {51},
year = {2009}
}
@article{Tibshirani1996,
author = {Tibshirani, Robert},
doi = {10.1111/j.2517-6161.1996.tb02080.x},
journal = {Journal of the Royal Statistical Society: Series B (Methodological)},
number = {1},
pages = {267 -- 288},
title = {{Regression Shrinkage and Selection via the LASSO}},
volume = {58},
year = {1996}
}
@book{James2017,
author = {James, Gareth and Witen, Daniela and Hastie, Trevor and Tibshirani, Robert},
doi = {10.1016/j.peva.2007.06.006},
publisher = {Springer New York},
pages = {1 -- 440},
pmid = {10911016},
title = {{An Introduction to Statistical Learning with Applications in R}},
volume = {64},
year = {2017}
}
@article{Barrow2020,
author = {Barrow, Devon and Kourentzes, Nikolaos and Sandberg, Rickard and Niklewski, Jacek},
doi = {10.1016/j.eswa.2020.113637},
journal = {Expert Systems with Applications},
pages = {113637},
title = {{Automatic Robust Estimation for Exponential Smoothing: Perspectives from Statistics and Machine Learning}},
volume = {160},
year = {2020}
}
@article{Tashman2000,
author = {Tashman, Leonard J.},
doi = {10.1016/S0169-2070(00)00065-0},
isbn = {1532-5040},
issn = {01692070},
journal = {International Journal of Forecasting},
number = {4},
pages = {437 -- 450},
pmid = {18432510},
title = {{Out-of-sample Tests of Forecasting Accuracy: An Analysis and Review}},
volume = {16},
year = {2000}
}
@article{Svetunkov2017,
author = {Svetunkov, Ivan and Petropoulos, Fotios},
doi = {10.1080/00207543.2017.1380326},
journal = {International Journal of Production Research},
number = {18},
pages = {6034 -- 6047},
publisher = {Taylor {\&} Francis},
title = {{Old Dog, New Tricks: a Modelling View of Simple Moving Averages}},
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