Models for optimising the theta method and their relationship to state space models

J.A. Fioruci; T.R. Pellegrini; F. Louzada; Fotios Petropoulos; A.B. Koehler

doi:10.1016/j.ijforecast.2016.02.005

Models for optimising the theta method and their relationship to state space models

J.A. Fioruci, T.R. Pellegrini, F. Louzada, Fotios Petropoulos, A.B. Koehler

Management

Research output: Contribution to journal › Article › peer-review

64 Citations (SciVal)

685 Downloads (Pure)

Original language	English
Pages (from-to)	1151-1161
Number of pages	11
Journal	International Journal of Forecasting
Volume	32
Issue number	4
Early online date	1 Jun 2016
DOIs	https://doi.org/10.1016/j.ijforecast.2016.02.005
Publication status	Published - Oct 2016

Access to Document

10.1016/j.ijforecast.2016.02.005Licence: CC BY

IJF 2016 DOTM (open access)Final published version, 426 KBLicence: CC BY

Cite this

@article{a7659cb89cca414b84abfc102e445402,

title = "Models for optimising the theta method and their relationship to state space models",

author = "J.A. Fioruci and T.R. Pellegrini and F. Louzada and Fotios Petropoulos and A.B. Koehler",

year = "2016",

month = oct,

doi = "10.1016/j.ijforecast.2016.02.005",

language = "English",

volume = "32",

pages = "1151--1161",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier B.V.",

number = "4",

}

TY - JOUR

T1 - Models for optimising the theta method and their relationship to state space models

AU - Fioruci, J.A.

AU - Pellegrini, T.R.

AU - Louzada, F.

AU - Petropoulos, Fotios

AU - Koehler, A.B.

PY - 2016/10

Y1 - 2016/10

UR - http://dx.doi.org/10.1016/j.ijforecast.2016.02.005

UR - https://www.scopus.com/pages/publications/84973545775

U2 - 10.1016/j.ijforecast.2016.02.005

DO - 10.1016/j.ijforecast.2016.02.005

M3 - Article

SN - 0169-2070

VL - 32

SP - 1151

EP - 1161

JO - International Journal of Forecasting

JF - International Journal of Forecasting

IS - 4

ER -

Models for optimising the theta method and their relationship to state space models

Access to Document

Other files and links

Profiles

Fotios Petropoulos

Cite this