Chapter 6 Conventional ETS model

In this chapter we discuss briefly the conventional ETS, as formulated in Hyndman et al. (2008), discuss its assumptions, properties, features, limitations and how the model is typically constructed and estimated.

References

Hyndman, Rob J., Anne B. Koehler, J. Keith Ord, and Ralph D. Snyder. 2008. Forecasting with Exponential Smoothing. Springer Berlin Heidelberg.