Robust approach to exponential smoothing

0410362 20240103182208.520060210235959.9 80-245-0057-4 Robust approach to exponential smoothing Praha VŠE 2000 5 s. Proceedings of the 18th International Conference on Mathematical Methods in Economics 200097-101DlouhýM. cav_un_auth*0212655 Koblas M. CZ cav_un_auth*0101164 Michálek Jiří UTIA-B Ústav teorie informace a automatizace AV ČR, v. v. i. 12B AV0Z1075907 The contribution deals with a robust statistics approach to exponential smoothing of time series. The estimation of local means and trends in time series is based on the theory of M-estimates and S-estimates. A special emphasis is devoted to the question of variance level estimates. cav_un_auth*0212656 Mathematical Methods in Economics 2000 /18./ Praha CZ 13.09.2000-15.09.2000 BB SI http://hdl.handle.net/11104/0130451 UTIA-B 20000078 2000 2000 Praha VŠE 80-245-0057-4 Proceedings of the 18th International Conference on Mathematical Methods in Economics 2000 97 101 Dlouhý M. 340