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

The fundamental theorem of exponential smoothing is extended to include the nonasymptotic case where only a finite number of time series observations are available. This extension leads to the ...

This paper evaluates the ex ante performance of rule-based time series forecasting systems proposed in earlier research. The author shows that comparable performance can be obtained with a simpler ...