A New Taxonomy for Vector Exponential Smoothing and Its Application to Seasonal Time Series

Authors: Ivan Svetunkov, Huijing Chen, John E. Boylan. Journal: European Journal of Operational Research Abstract: In short-term demand forecasting, it is often difficult to estimate seasonality accurately, owing to short data histories. However, companies usually have multiple products with similar seasonal demand patterns. A possible solution, in this case, is to use the components of […]

Vector Exponential Smoothing with PIC restrictions

About the paper. Introduction When you follow academics on social media, you typically see many success stories. This person published a paper in Management Science; another one published in EJOR; your colleague from a different university created a great package; and there is also an academic who is ten years younger than you and has […]