References
- BermúdezJDSeguraJVVercherEImproving demand forecasting accuracy using non-linear programming softwareJ Opl Res Soc2006579410010.1057/palgrave.jors.2601941
- BermúdezJDSeguraJVVercherEHolt–Winters forecasting: An alternative formulation applied to UK air passenger dataJ Appl Stat2007341075109010.1080/02664760701592125
- BermúdezJDSeguraJVVercherESIOPRED: A prediction and optimisation integrated system for demandTop20081625827110.1007/s11750-008-0042-7
- ChatfieldCYarMPrediction intervals for multiplicative Holt–WintersInt J Forecast19917313710.1016/0169-2070(91)90030-Y
- Gardner JrESExponential smoothing: The state of the art—part IIInt J Forecast20062263766610.1016/j.ijforecast.2006.03.005
- GrangerCWJWhiteHKamstraMInterval forecasting: An analysis based upon ARCH quantile estimatorsJ Econ198940879610.1016/0304-4076(89)90031-6
- HansenBEInterval forecasts and parameter uncertaintyJ Econ200613537739810.1016/j.jeconom.2005.07.030
- HyndmanRJKoehlerABSnyderRDGroseSA state space framework for automatic forecasting using exponential smoothing methodsInt J Forecast20021843945410.1016/S0169-2070(01)00110-8
- HyndmanRJKoehlerABOrdJKSnyderRDPrediction intervals for exponential smoothing using two new classes of state space modelsJ Forecast200524173710.1002/for.938
- MakridakisSHibonMThe M3-competition: Results, conclusions and implicationsInt J Forecast20001645147610.1016/S0169-2070(00)00057-1
- MakridakisSAndersenACarboneRFildesRHibonMLewandowskiRNewtonJParzenEWinklerRThe accuracy of extrapolation (time series) methods: Results of a forecasting competitionJ Forecast1982111115310.1002/for.3980010202
- O'HaganAFosterJKendall's Advanced Theory of Statistics, Volume 2B: Bayesian Inference2004
- OrdJKKoehlerABSnyderRDEstimation and prediction for a class of dynamic nonlinear statistical modelsJ Am Stat Assoc1997921621162910.1080/01621459.1997.10473684
- SeguraJVVercherEA spreadsheet modelling approach to the Holt–Winters optimal forecastingEur J Opns Res200113137538810.1016/S0377-2217(00)00062-X
- SnyderRDRecursive estimation of dynamic linear modelsJ Roy Stat Soc B198547272276
- TaylorJWForecasting daily supermarket sales using exponentially weighted quantile regressionEur J Opns Res200717815416710.1016/j.ejor.2006.02.006
- WestMHarrisonJBayesian Forecasting and Dynamic Models1997
- YarMChatfieldCPrediction intervals for the Holt–Winters forecasting procedureInt J Forecast1990612713710.1016/0169-2070(90)90103-I