Additional References
- Bossons, J. (1966). “The Effects of Parameter Mis-specification and Non-stationarity on the Applicability of Adaptive Forecasts.” Management Science 12, pp. 659–669.
- Cogger, K. O. (1973). “Specification Analysis.” Journal of the American Statistical Association 68, pp. 899–905.
- Cohen, G. D. (1963). “A Note on Exponential Smoothing and Autocorrelated Inputs.” Operations Research 11, pp. 361–367.
- Makridakis, S. and Hibon, M. (1979). “Accuracy of Forecasting: An Impirical Investigation (with discussion).” Journal of the Royal Statistical Society A142, pp. 97–145.
- Makridakis, S.; Andersen, A.; Carbone, R.; Fildes, R.; Hibon, M.; Lewandowski, R.; Newton, J.; Parzen, R.; and Winkler, R. (1982). “The Accuracy of Extrapolation (Time Series) Methods: Results of a Forecasting Competition.” Journal of Forecasting 1, pp. 111–153.
- Pandit, S. M. and Wu, S. M. (1974), “Exponential Smoothing as a Special Case of a Linear Stochastic System.” Operations Research 22, pp. 868–879.