| Article ID: | iaor19951594 |
| Country: | Slovakia |
| Volume: | 1 |
| Issue: | 1 |
| Start Page Number: | 42 |
| End Page Number: | 56 |
| Publication Date: | Jan 1992 |
| Journal: | Czechoslovak Journal for Operations Research |
| Authors: | Cipra Toms, Rubio Asuncin, Canal Jos Luis |
The paper deals with the robust modification of some smoothing and forecasting procedures including exponential smoothing, the Holt method, the Holt-Winters method and the basic structural model. The approach based on the robustification of the Kalman filter is compared with the