Koehler, Anne B.; Snyder, Ralph D.; Ord, J. Keith; … - In: International Journal of Forecasting 28 (2012) 2, pp. 477-484
Outliers in time series have the potential to affect parameter estimates and forecasts when using exponential smoothing. The aim of this study is to show the way in which important types of outliers can be incorporated into linear innovations state space models for exponential smoothing methods....