SIAM Journal on Numerical Analysis, Vol. 18, No. 5 (Oct., 1981), pp. 808-821 (14 pages) Exponentially fitted composite, multiderivative linear multistep methods of orders up to 5 are derived. A ...
The well-established forecasting methods of exponential smoothing rely on the “optimal” estimation of parameters if they are to perform well. A grid search procedure to minimise the MSE is often used ...