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@Book{Xie2015,
title = {Dynamic Documents with {R} and knitr},
author = {Yihui Xie},
publisher = {Chapman and Hall/CRC},
address = {Boca Raton, Florida},
year = {2015},
edition = {2nd},
note = {ISBN 978-1498716963},
url = {http://yihui.org/knitr/},
}
techreport{Archibald84,
Author = {B. C. Archibald},
Title = {Invertible region of {H}olt-{W}inters' model},
Year = "1984",
Institution = {School of Business Administration, Dalhousie University, Halifax, NS. Canada},
Type = {Working paper},
Number = "31/1984"
}
@techreport{Archibald91,
Author = {B. C. Archibald},
Title = {Invertible region of damped trend, seasonal, exponential smoothing model},
Year = "1991",
Institution = {School of Business Administration, Dalhousie University, Halifax, NS. Canada},
Type = {Working paper},
Number = "10/1991"
}
@techreport{Archibald94,
Author = {B. C. Archibald},
Title = {Winters models: three versions, diagonostic checks and forecast performances},
Year = "1994",
Institution = {School of Business Administration, Dalhousie University, Halifax, NS. Canada},
Type = {Working paper},
Number = "4/1994"
}
@techreport{Gardner84,
Author = {E. S. Gardner},
Title = {Forecast control with parabolic masks},
Year = "1984",
Institution = {Navy Fleet Material Support Office, Mechanicsburg, USA},
Type = {Working paper},
Number = "1984"
}
@techreport{HK05,
Author = {R. J. Hyndman and A. B. Koehler},
Title = {Another look at measures of forecast accuracy},
Year = "2005",
Institution = {Department of Econometrics and Business Statistics, Monash University},
Type = {Working paper}
}
@techreport{Holt57,
Author = {C. E. Holt},
Title = {Forecasting trends and seasonals by exponentially weighted averages},
Year = "1957",
Institution = {Carnegie Institute of Technology},
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}
@techreport{Lawton1,
Author = {R. Lawton},
Title = {The use of unstable parameter values in exponential smoothing},
Year = "2000",
Institution = {Faculty of Computer studies and Mathematics, University of the West England, Bristol},
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@techreport{Lawton2,
Author = {R. Lawton},
Title = {Parameter estimation in exponential smoothing},
Year = "2001",
Institution = {Faculty of Computer studies and Mathematics, University of the West England, Bristol},
Type = {Working paper}
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Author = {V. A. Mabert},
Title = {Statistical versus sales force-executive opinion short-range forecasts:
a time series analysis case study},
Year = "1975",
Institution = {Krannert Graduate School, Purdue University},
Type = {Case study}
}
@techreport{OK90,
Author = {J. K. Ord and A. B. Koehler},
Title = {A structural model for the multiplicative {H}olt-{W}inters method},
Year = "1990",
Institution = {Decision Sciences Institute},
Type = {Proceedings}
}
@techreport{Reid69,
Author = {D. J. Reid},
Title = {A comparative study of time series prediciton techniques on economic data},
Year = "1969",
Institution = {University of Nottinggham},
Type = {Ph{D} thesis}
}
@techreport{Snyder04,
Author = {R. D. Snyder},
Title = {A pedant's approach to exponential smoothing},
Year = "2004",
Institution = {Deparment of Econometrics and Business Statistics, Monash University},
Type = {Working Paper}
}
@techreport{Sweet83a,
Author = {A. L. Sweet},
Title = {Computing the variance of the forecast error for the additive seasonal model},
Year = "1983a",
Institution = {School of Industrial Engineering, Purdue University, West Lafayette, USA},
Type = {Research Memorandom},
Number = "83--5"
}
@techreport{Sweet83b,
Author = {A. L. Sweet},
Title = {Computing the variance of the forecast error for the multiplicative {(HW)} seasonal model},
Year = "1983b",
Institution = {School of Industrial Engineering, Purdue University, West Lafayette, USA},
Type = {Research Memorandom},
Number = "83--7"
}
@unpublished{Reid77,
Author = {D. J. Reid},
Title = {A survey of statistical forecasting techniques with empirical comparison},
Year = "1977",
Note = {Paper presented at the IEEE Symposium on Statistical Model Building for Prediction and Control}
}
@article{AC92,
Author = {J. S. Armstrong and F. Collopy},
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}
@article{AE76,
Author = {E. E. Adam and R. J. Ebert},
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}
@article{AF92,
Author = {J. S. Armstrong and R. Fildes},
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Author = {C. F. Ansley and R. Kohn},
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}
@article{AL86,
Author = {B. Abraham and J. Ledolter},
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Pages = "51--66",
Year = "1986"
}
@article{Archibald90,
Author = {B. C. Archibald},
Title = {Parameter space of the {H}olt-{W}inters' model},
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Pages = "199--229",
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@article{BDF68,
Author = {J. L. Brenner and D. A. D'Esopo and A. G. Fowler},
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@article{BS89,
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Year = "1989"
}
@article{CA92,
Author = {F. Collopy and J. S. Armstrong},
Title = {Rule based forecasting},
Journal = {Management Science},
Volume = "38",
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Year = "1992"
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@article{CA00,
Author = {F. Collopy and J. S. Armstrong},
Title = {Another error measure for selection of the best forecasting methods:
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@article{Chatfield77,
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Author = {C. Chatfield},
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}
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}
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Author = {C. Chatfield and A. B. Koehler and J. K. Ord and R. D. Snyder},
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}
@article{Clemen89,
Author = {R. Clemen},
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Year = "1989"
}
@article{CY91,
Author = {C. Chatfield and M. Yar},
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Journal = {International Journal of Forecasting},
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Year = "1991"
}
@article{CY88,
Author = {C. Chatfield and M. Yar},
Title = {Holt-{W}inters forecasting: some practical issues},
Journal = {The Statisticians},
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Year = "1988"
}
@article{Dalrymple87,
Author = {D. J. Dalrymple},
Title = {Sales forecasting practices: results from a {U}nited {S}tates survey},
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Volume = "3",
Number = "",
Pages = "379--391",
Year = "1987"
}
@article{DH72,
Author = {D. B. Duncan and S. D. Horn},
Title = {Linear dynamic recursive estimation from the view point of regression analysis},
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Pages = "815--821",
Year = "1972"
}
@article{FHMM98,
Author = {R. Fildes and M. Hibon and S. Makridakis and N. Meade},
Title = {Generalizing about univariate forecasting methods: further empirical evidence},
Journal = {International Journal of Forecasting},
Volume = "14",
Number = "",
Pages = "339--358",
Year = "1998"
}
@article{FM95,
Author = {R. Fildes and S. Makridakis},
Title = {The impact of empirical accuracy studies on time series analysis and forecasting},
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Year = "1995"
}
@article{Fildes92,
Author = {R. Fildes},
Title = {The evaluation of extrapolative forecasting methods (with discussion)},
Journal = {International Journal of Forecasting},
Volume = "8",
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Year = "1992"
}
@article{Gardner85,
Author = {E. S. Gardner},
Title = {Exponential smoothing: the state of the art},
Journal = {Journal of Forecasting},
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Number = "",
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Year = "1985"
}
@article{Gardner88,
Author = {E. S. Gardner},
Title = {A simple method of computing prediciton intervals for time-series forecasts},
Journal = {Management Science},
Volume = "34",
Number = "",
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Year = "1988"
}
@article{GH75,
Author = {E. J. Godolphin and P. J. Harrison},
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}
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Author = {M. D. Geurts and J. P. Kelly},
Title = {Forecasting demand for special services},
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Volume = "2",
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Year = "1986"
}
@article{GM85,
Author = {E. S. Gardner and E. McKenzie},
Title = {Forecasting trends in time series},
Journal = {Management Science},
Volume = "31",
Number = "",
Pages = "1237--1246",
Year = "1985"
}
@article{GM88,
Author = {E. S. Gardner and E. McKenzie},
Title = {Model identification in exponential smoothing},
Journal = {Journal of Operational Research Society},
Volume = "39",
Number = "",
Pages = "863--867",
Year = "1988"
}
@article{GM89,
Author = {E. S. Gardner and E. McKenzie},
Title = {Seasonal exponential smoothing with damped trends},
Journal = {Management Science},
Volume = "35",
Number = "3",
Pages = "372--376",
Year = "1989"
}
@article{GS80,
Author = {E. J. Godolphin and J. M. Stone},
Title = {On the structural representation of polynomial-projecting predictor
models based on the {K}alman filter},
Journal = {Journal of Royal Statistical Society (B)},
Volume = "42",
Number = "",
Pages = "35--45",
Year = "1980"
}
@article{Harrison65,
Author = {P. J. Harrison},
Title = {Short-term sales forecasting},
Journal = {Applied Statistics},
Volume = "14",
Number = "",
Pages = "102--139",
Year = "1965"
}
@article{Harrison67,
Author = {P. J. Harrison},
Title = {Exponential smoothing and short-term sales forecasting},
Journal = {Management Science},
Volume = "13",
Number = "",
Pages = "821--842",
Year = "1967"
}
@article{HKSG02,
Author = {R. J. Hyndman and A. B. Koehler and R. D. Snyder and S. Grose},
Title = {A state space framework for automatic forecasting using
exponential smoothing methods},
Journal = {International Journal of Forecasting},
Volume = "18",
Number = "3",
Pages = "439--454",
Year = "2002"
}
@article{HKOS05,
Author = {R. J. Hyndman and A. B. Koehler and J. K. Ord and R. D. Snyder},
Title = {Prediction intervals for exponential smoothing state space models},
Journal = {Journal of Forecasting},
Volume = "24",
Number = "",
Pages = "17--37",
Year = "2005"
}
@article{Hogarth75,
Author = {R. M. Hogarth},
Title = {Cognitive processes and the assessment of subjective probability distribution},
Journal = {Journal of the American Statistical Association},
Volume = "70",
Number = "",
Pages = "271--290",
Year = "1975"
}
@article{HS76,
Author = {P. J. Harrison and C. F. Stevens},
Title = {Bayesian {F}orecasting},
Journal = {Journal of Royal Statistical Society},
Volume = "38",
Number = "",
Pages = "205--228",
Year = "1976"
}
@article{JH86,
Author = {F. R. Johnston and P. J. Harrison},
Title = {The variance of lead-time demand},
Journal = {Journal of Operational Research Society},
Volume = "37",
Number = "",
Pages = "303--308",
Year = "1986"
}
@article{Kirby66,
Author = {R. M. Kirby},
Title = {A comparison of short and medium range forecasting methods},
Journal = {Management Science},
Volume = "13",
Number = "",
Pages = "B202--B210",
Year = "1966"
}
@article{KN89,
Author = {J. P. Korhonen and S. C. Narula},
Title = {The probability distribution of the ratio of the absolute values of
two normal variables},
Journal = {Journal of Statistical Computation and Simulation},
Volume = "33",
Number = "3",
Pages = "173--182",
Year = "1989"
}
@article{Koehler90,
Author = {A. B. Koehler},
Title = {An appropriate prediction interval},
Journal = {International Journal of Forecasting},
Volume = "6",
Number = "",
Pages = "557--558",
Year = "1990"
}
@article{Koehler01,
Author = {A. B. Koehler},
Title = {The asymmetry of the s{APE} measure and other comments on the {M}3-competition},
Journal = {International Journal of Forecasting},
Volume = "17",
Number = "",
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