Concepedia

Multivariate Exponential Smoothing

Multivariate Exponential Smoothing is a time series forecasting method that extends univariate exponential smoothing by jointly modeling and updating multiple interrelated time series through a shared smoothing framework that accounts for cross-series dependencies.

19

Publications

997

Citations

46

Authors

36

Institutions

Publications per year

2017–2026

4

Parents

Publications

19

Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework

Giacomo Sbrana, Andrea Silvestrini · International Journal of Production Economics · 2013 · 153 citations

, , +15

Forecasting Aggregate Demand: Analytical Comparison of Top-Down and Bottom-Up Approaches in a Multivariate Exponential Smoothing Framework

Giacomo Sbrana, Andrea Silvestrini · SSRN Electronic Journal · 2013 · 104 citations · Full text

, , +15

Improving project forecast accuracy by integrating earned value management with exponential smoothing and reference class forecasting

Jordy Batselier, Mario Vanhoucke · International Journal of Project Management · 2016 · 102 citations

, , +17

Forecasting with multivariate temporal aggregation: The case of promotional modelling

Nikolaos Kourentzes, Fotios Petropoulos · International Journal of Production Economics · 2015 · 101 citations · Full text

, , +16

Exponential Smoothing for Multivariate Time Series

Richard H. Jones · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1966 · 64 citations

, , +15

1–5 of 19

Authors

46

  1. GS
    Giacomo Sbrana

    NEOMA Business School, France

    3 publications · 279 citations

    3

    h-index

  2. AS
    Andrea Silvestrini

    Bank of Italy, Italy

    2 publications · 257 citations

    2

    h-index

  3. PG
    Prosper Gopdjim Noumo

    University of Douala, Cameroon

    1 publications · 26 citations

    1

    h-index

  4. CC
    Christophe Croux

    KU Leuven, Belgium

    1 publications · 37 citations

    1

    h-index

  5. JD
    José D. Bermúdez

    Universitat de València, Spain

    1 publications · 27 citations

    1

    h-index

1–5 of 46

Institutions

36

  1. NEOMA Business School

    Mont-Saint-Aignan, France

    3 h-index

    3 publications

    279 citations

  2. Bank of Italy

    Rome, Italy

    2 h-index

    2 publications

    257 citations

  3. Johns Hopkins University

    Baltimore, United States

    1 h-index

    1 publications

    64 citations

  4. Southwest Petroleum University

    Chengdu, China

    1 h-index

    1 publications

    26 citations

  5. University of Applied Sciences Europe

    Iserlohn, Germany

    1 h-index

    2 publications

    34 citations

  6. University of the Witwatersrand

    Johannesburg, South Africa

    1 h-index

    1 publications

    44 citations

  7. Gaziantep İslam Bilim ve Teknoloji Üniversitesi

    Gaziantep, Türkiye

    1 h-index

    1 publications

    25 citations

  8. European University Viadrina

    Frankfurt, Germany

    1 h-index

    2 publications

    34 citations

1–8 of 36

Venues

  1. International Journal of Production Economics

    3 publications · 276 citations

    3

    h-index

  2. Environmental Research

    1 publications · 47 citations

    1

    h-index

  3. Expert Systems with Applications

    1 publications · 26 citations

    1

    h-index

  4. Journal of Travel Research

    JTR · 1 publications · 59 citations

    1

    h-index

  5. Forecasting

    1 publications · 44 citations

    1

    h-index

1–5