Complex Exponential Smoothing (Working paper)

Some time ago I have published the working paper on Complex Exponential Smoothing on ResearchGate website. This is the paper written by Nikolaos Kourentzes and I in 2015. It explains a new approach in time series modelling and in forecasting, based on a notion of “information potential”. The model, resulting from this idea, allows to effectively forecast both trend and level time series (and it does it better than the conventional ETS). This paper is currently in the reviewing process, but it has already been read by 43 scientists on ResearchGate.

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