Exponential smoothing methods -2

22 Fevereiro 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

2.      EWMA forecasting methods

2.2    Holt-Winters: linear and damped trends; seasonals

2.3    Practical issues: initializing and parameter estimation

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Exponential smoothing methods -1

17 Fevereiro 2012, 11:30 • ANTÓNIO DA ASCENSÃO COSTA

1.4    Sample autocorrelation function and serial dependence

1.5    Forecasting accuracy measures

2.      EWMA forecasting methods

        2.1 Simple exponential smoothing

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Introduction: description and classical decomposition - 1

15 Fevereiro 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

1.      Introduction: description and classical decomposition

1.3    Moving averages filtering: estimating trends and seasonals

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Introduction: description and classical decomposition - 1

13 Fevereiro 2012, 09:30 • ANTÓNIO DA ASCENSÃO COSTA

1.      Introduction: description and classical decomposition

1.1    Examples of time series patterns; objectives of time series analysis

1.2    Component models: additive and multiplicative

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