| Title:
|
Robust methods in exponential smoothing (English) |
| Author:
|
Michálek, Jiří |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
32 |
| Issue:
|
3 |
| Year:
|
1996 |
| Pages:
|
289-306 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F12 |
| MSC:
|
62F35 |
| MSC:
|
62J05 |
| MSC:
|
62J10 |
| MSC:
|
93E14 |
| idZBL:
|
Zbl 0874.93090 |
| idMR:
|
MR1438221 |
| . |
| Date available:
|
2009-09-24T19:02:47Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125510 |
| . |
| Reference:
|
[1] B. Abraham, J. Ledolter: Statistical Methods for Forecasting.Wiley, New York 1983. Zbl 0587.62175, MR 0719535 |
| Reference:
|
[2] T. Cipra: Robust exponential smoothing.J. Forecasting 11 (1992), 57-69. |
| Reference:
|
[3] R. Dutter, N. Stockinger: Robust time series analysis: a survey.Supplement to Kybernetika 23 (1987). Zbl 0652.62088, MR 0921397 |
| Reference:
|
[4] H. Robbins, D. Siegmund: A convergent theorem for nonnegative almost supermartingales and some applications.In: Optimizing Methods in Statistics (J. S. Rustagi, ed.), Academic Press, New York 1971, pp. 233-257. MR 0343355 |
| . |
