Chapter 3. Regression and Exponential Smoothing Methods to Forecast Nonseasonal Time Series
Published Online: 27 MAY 2008
DOI: 10.1002/9780470316610.ch3
Copyright © 2005 John Wiley & Sons, Inc.
Book Title
Statistical Methods for Forecasting
Additional Information
How to Cite
Abraham, B. and Ledolter, J. (2008) Regression and Exponential Smoothing Methods to Forecast Nonseasonal Time Series, in Statistical Methods for Forecasting, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316610.ch3
Publication History
- Published Online: 27 MAY 2008
- Published Print: 19 SEP 1983
Book Series:
ISBN Information
Print ISBN: 9780471867647
Online ISBN: 9780470316610
- Summary
- Chapter
Keywords:
- regression model;
- predictor variables;
- polynomial trend models;
- constant mean model;
- linear trend model
Summary
The prelims comprise:
Forecasting a Single Time Series
Constant Mean Model
Locally Constant Mean Model and Simple Exponential Smoothing
Regression Models with Time as Independent Variable
Discounted Least Squares and General Exponential Smoothing
Locally Constant Linear Trend Model and Double Exponential Smoothing
Locally Quadratic Trend Model and Triple Exponential Smoothing
Prediction Intervals for Future Values
Further Comments