In There is evidence that exponential smoothing methods as well as time varying parameter models perform relatively well in forecasting comparisons. The aim of this paper is to introduce a new forecasting technique by integrating the exponential smoothing model with regressors whose coefficients...

We discuss and compare measures of accuracy of univariate time series forecasts. The methods used in the M-competition and the M3-competition, and many of the measures recommended by previous authors on this topic, are found to be inadequate, and many of them are degenerate in commonly occurring...