FORECAST.ETS applies an exponential triple smoothing (ETS) algorithm to create forecasts that can include trend and seasonal ...

The calculation of nonparametric quantile regression curve estimates is often computationally intensive, as typically an expensive nonlinear optimization problem is involved. This article proposes a ...

The well-established forecasting methods of exponential smoothing rely on the “optimal” estimation of parameters if they are to perform well. A grid search procedure to minimise the MSE is often used ...