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Complex Exponential Smoothing

  • Svetunkov, Ivan (Principal Investigator)
  • Kourentzes, Nikos (Principal Investigator)

Project: Research

Project Details

Description

The model based on exponential smoothing principles and theory of complex variables is developed in this project. This model can produce accurate forecasts for level data and data exhibiting trends. It then extended to seasonal time series.
StatusActive
Effective start/end date1/10/13 → …