This book brings together all of the important new results on the state space framework for exponential smoothing.

Robust versions of the exponential and Holt-Winters smoothing method for forecasting are presented.

"Time series analysis is applicable in a variety of disciplines such as business administration, economics, public finances, engineering, statistics, econometrics, mathematics and actuarial sciences.

This book starts with the overview of forecasting and time series concepts and moves on to build forecasting models using different time series models.

From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods.

We study multiple aspects of robustness (in the setting of time series, image classification and linear regression) in this dissertation work. First three chapters concerns the time series setting.

... robust estimation by simulation Optimal sampling strategies for tree - based time series Juliet P. Shaffer , Juliet ... Probabilistic weather forecasting using Bayesian model averaging The simugram : A robust measure of market risk ...

The text begins with a consideration of data sources and sampling intervals, progressing to discussions of time series models and probability models.