Incorporating a tracking signal into a state space model
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Cited by:
- Gorr, Wilpen L. & Schneider, Matthew J., 2013. "Large-change forecast accuracy: Reanalysis of M3-Competition data using receiver operating characteristic analysis," International Journal of Forecasting, Elsevier, vol. 29(2), pages 274-281.
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Keywords
Exponential smoothing Monitoring forecasts Structural change Adjusting forecasts State space models Damped trend;Statistics
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