A comparison of three nonparametric local linear extrapolation methods

Rob Hyndman, Baki Billah, Ivet Pitrun

Research output: Contribution to conferenceAbstractOtherpeer-review

Abstract

We compare three nonparametric forecast methods: smoothing splines, local linear regression and Holt’s method. Each produces forecasts using local linear extrapolation. We show that smoothing splines and Holt’s method can be derived using state space models. The properties and performance of the three methods are compared.
Original languageEnglish
Pages92-92
Number of pages1
Publication statusPublished - 2002
Event
International Symposium on Forecasting 2002
- Trinity College Dublin, Dublin, Ireland
Duration: 23 Jun 200226 Jun 2002
Conference number: 22nd
https://isf.forecasters.org/pdfs/isf/ISF2002_program.pdf

Conference

Conference
International Symposium on Forecasting 2002
Abbreviated titleISF 2002
CountryIreland
CityDublin
Period23/06/0226/06/02
Internet address

Cite this

Hyndman, R., Billah, B., & Pitrun, I. (2002). A comparison of three nonparametric local linear extrapolation methods. 92-92. Abstract from
International Symposium on Forecasting 2002, Dublin, Ireland.
Hyndman, Rob ; Billah, Baki ; Pitrun, Ivet. / A comparison of three nonparametric local linear extrapolation methods. Abstract from
International Symposium on Forecasting 2002, Dublin, Ireland.1 p.
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title = "A comparison of three nonparametric local linear extrapolation methods",
abstract = "We compare three nonparametric forecast methods: smoothing splines, local linear regression and Holt’s method. Each produces forecasts using local linear extrapolation. We show that smoothing splines and Holt’s method can be derived using state space models. The properties and performance of the three methods are compared.",
author = "Rob Hyndman and Baki Billah and Ivet Pitrun",
year = "2002",
language = "English",
pages = "92--92",
note = "<br/>International Symposium on Forecasting 2002, ISF 2002 ; Conference date: 23-06-2002 Through 26-06-2002",
url = "https://isf.forecasters.org/pdfs/isf/ISF2002_program.pdf",

}

Hyndman, R, Billah, B & Pitrun, I 2002, 'A comparison of three nonparametric local linear extrapolation methods'
International Symposium on Forecasting 2002, Dublin, Ireland, 23/06/02 - 26/06/02, pp. 92-92.

A comparison of three nonparametric local linear extrapolation methods. / Hyndman, Rob; Billah, Baki; Pitrun, Ivet.

2002. 92-92 Abstract from
International Symposium on Forecasting 2002, Dublin, Ireland.

Research output: Contribution to conferenceAbstractOtherpeer-review

TY - CONF

T1 - A comparison of three nonparametric local linear extrapolation methods

AU - Hyndman, Rob

AU - Billah, Baki

AU - Pitrun, Ivet

PY - 2002

Y1 - 2002

N2 - We compare three nonparametric forecast methods: smoothing splines, local linear regression and Holt’s method. Each produces forecasts using local linear extrapolation. We show that smoothing splines and Holt’s method can be derived using state space models. The properties and performance of the three methods are compared.

AB - We compare three nonparametric forecast methods: smoothing splines, local linear regression and Holt’s method. Each produces forecasts using local linear extrapolation. We show that smoothing splines and Holt’s method can be derived using state space models. The properties and performance of the three methods are compared.

M3 - Abstract

SP - 92

EP - 92

ER -

Hyndman R, Billah B, Pitrun I. A comparison of three nonparametric local linear extrapolation methods. 2002. Abstract from
International Symposium on Forecasting 2002, Dublin, Ireland.