Exponential Smoothing for Forecasting and Bayesian Validation of Computer Models

Exponential Smoothing for Forecasting and Bayesian Validation of Computer Models

Despite their success and widespread usage in industry and business, ES methods have received little attention from the statistical community. We investigate three types of statistical models that have been found to underpin ES methods. They are ARIMA models, state space models with multiple sources...

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Bibliographic Details
Main Author: Wang, Shuchun
Published: Georgia Institute of Technology 2008
Subjects:
State space model
Prediction intervals
ARIMA models
Model selection
Maximum likelihood estimation
Gaussian process
Smoothing (Statistics)
Computer simulation
Online Access:http://hdl.handle.net/1853/19753

Internet

http://hdl.handle.net/1853/19753

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