OR60 presentation. Forecasting using exponential smoothing: the past, the present, the future
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). … Read more