This paper introduces a class of multiple exponential smoothing models useful in automated or minimal intervention industrial forecasting systems. These models are an alternative to simple univariate exponential smoothing and Trigg and Leach type adaptive models, which treat time series as...

The seasonally adjusted French monetary aggregates M1, M2, and M3 are analyzed and forecasted by a multiple time series model. Two principal features of the analysis are the modelling of the variance-covariance structure of the joint distribution of the aggregates and the allocation of the...