Article : texte imprimé

Bayesian forecasting with the Holt–Winters model

J. D. Bermúdez, Auteur ; J. V. Segura, Auteur ; E. Vercher, Auteur |

Dans Journal of the operational research society (JORS) (Vol. 61 N° 1 (Issue spécial), Janvier 2010)

Exponential smoothing methods are widely used as forecasting techniques in inventory systems and business planning, where reliable prediction intervals are also required for a large number of series. This paper describes a Bayesian forecasting a[...]

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