Column exponential smoothing with independent regressors

來店人數

來店人數預測

A new approach to forecasting based on exponential smoothing with independent regressors

http://www.monash.edu/business/econometrics-and-business-statistics/research/publications/ebs/wp02-15.pdf Ahmad Farid Osman and Maxwell L. King

ESWR means “Exponential Smoothing with Regressors”

ESWR model is given by ESWR(E,T,S,V,C)

E represents the type of error (either None, Additive or Multiplicative)

T for the type of trend

S for the type of seasonality

V is the number of regressors whose parameter is time varying

C is the number of regressors whose parameter is time invariant

Parameter Estimation of the Exponential Smoothing with Independent Regressors Using R

https://link.springer.com/content/pdf/10.1007%2F978-981-10-2772-7_18.pdf Ahmad Farid Osman