Gelper, Sarah; Fried, Roland; Croux, Christophe - In: Journal of Forecasting 29 (2010) 3, pp. 285-300
Robust versions of the exponential and Holt-Winters smoothing method for forecasting are presented. They are suitable for forecasting univariate time series in the presence of outliers. The robust exponential and Holt-Winters smoothing methods are presented as recursive updating schemes that...