Sky is the Limit: Bringing the Exponential Smoothing to the Next Level

Sky is the limit!

Event Details

Instructors: Ivan Svetunkov and Kandrika Pritularga

Abstract: Exponential smoothing is one of the most popular forecasting approaches used in practice. It is robust, it has performed very well in many forecasting competitions and is easy to implement and interpret. While the exponential smoothing in the ETS form works well in many contexts, there have been many advances in forecasting area making it applicable in a wide variety of areas. These include ETS with explanatory variables (ETSX), intermittent demand ETS, high frequency modifications of the model, different techniques for the model estimation, selection and combination of forecasts and more.

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This will be a workshop delivered on Sunday, the day before beginning of the International Symposium on Forecasting.

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