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GUM

OR60 presentation. Forecasting using exponential smoothing: the past, the present, the future

2018-09-18 Leave a comment

Robert Fildes asked me to prepare a review of exponential smoothing for OR60. I thought that it would be boring just to look in the past, so I decided to do past + present + future, adding a model that Nikos and I have started working on some time ago (GUM – Generalised Univariate Model). […]

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Ivan Svetunkov
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