This paper concerns the forecasting of seasonal intraday time series. An extension of Holt-Winters exponential smoothing has been proposed that smoothes an intraday cycle and an intraweek cycle. A recently proposed exponential smoothing method involves smoothing a different intraday cycle for...

Organizations with large-scale inventory systems typically have a large proportion of items for which demand is intermittent and low volume. We examine different approaches to forecasting for such products, paying particular attention to the need for inventory planning over a multi-period...

The Beveridge-Nelson vector innovations structural time series framework is a new formulation that decomposes a set of variables into their permanent and transitory components. The proposed framework is flexible, modelling inter-series relationships and common features in a simple manner. In...