Timeline for Non-Stationary Time Series Forecasting
Current License: CC BY-SA 3.0
2 events
| when toggle format | what | by | license | comment | |
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| Jan 18, 2018 at 19:03 | comment | added | Skander H. | I'm not entirely following your reply: many text books mention that moving average models and various exponential smoothing models are equivalent. For example $ARIMA(0,1,1) \simeq \text {simple exponential smoothing} $ - but ARIMA(0,1,1) and MA(q) models require stationarity while you are saying that ES methods are suboptimal on stationary series? | |
| Nov 20, 2013 at 3:58 | history | answered | Rob Hyndman | CC BY-SA 3.0 |