@STRING{advap = {Advances in Applied Probability}}

@STRING{amath = {Annals of Mathematics}}

@STRING{ams = {The Annals of Mathematical Statistics}}

@STRING{amstat = {The American Statistician}}

@STRING{annalap = {The Annals of Applied Probability}}

@STRING{annalp = {The Annals of Probability}}

@STRING{annals = {The Annals of Statistics}}

@STRING{anneug = {Annals of Eugenics}}

@STRING{anzjs = {Australian \& New Zealand Journal of Statistics}}

@STRING{appstat = {Applied Statistics}}

@STRING{ausjstat = {Australian Journal of Statistics}}

@STRING{bioc = {Biometrics}}

@STRING{bioj = {Biometrical Journal}}

@STRING{biok = {Biometrika}}

@STRING{chance = {Chance}}

@STRING{cjs = {The Canadian Journal of Statistics}}

@STRING{comms = {Communications in Statistics}}

@STRING{commscs = {Communications in Statistics: Computation \& Simulation}}

@STRING{commstm = {Communications in Statistics: Theory \& Methods}}

@STRING{compstat = {Computational Statistics}}

@STRING{csda = {Computational Statistics \& Data Analysis}}

@STRING{debs = {Department of Econometrics \& Business Statistics, Monash University}}

@STRING{ejor = {European Journal of Operational Research}}

@STRING{ijf = {International Journal of Forecasting}}

@STRING{isr = {International Statistical Review}}

@STRING{jap = {Journal of Applied Probability}}

@STRING{jas = {Journal of Applied Statistics}}

@STRING{jasa = {Journal of the American Statistical Association}}

@STRING{jcgs = {Journal of Computational \& Graphical Statistics}}

@STRING{je = {Journal of Econometrics}}

@STRING{jes = {Journal of Educational Statistics}}

@STRING{jf = {Journal of Forecasting}}

@STRING{jma = {Journal of Multivariate Analysis}}

@STRING{jors = {Journal of the Operational Research Society}}

@STRING{jos = {Journal of Official Statistics}}

@STRING{jrssa = {Journal of the Royal Statistical Society A}}

@STRING{jrssb = {Journal of the Royal Statistical Society B}}

@STRING{jscs = {Journal of Statistical Computation \& Simulation}}

@STRING{jspi = {Journal of Statistical Planning \& Inference}}

@STRING{jtp = {Journal of Theoretical Probability}}

@STRING{jtsa = {Journal of Time Series Analysis}}

@STRING{mansci = {Management Science}}

@STRING{psyka = {Psychometrika}}

@STRING{ptrf = {Probability Theory \& Related Fields}}

@STRING{sankhya = {Sankhy\={a}}}

@STRING{sasj = {South African Statistical Journal}}

@STRING{scandjs = {Scandinavian Journal of Statistics: Theory \& Applications}}

@STRING{siamjssc = {SIAM Journal of Scientific \& Statistical Computing}}

@STRING{jss = {Journal of Statistical Software}}

@STRING{spl = {Statistics \& Probability Letters}}

@STRING{statmed = {Statistics in Medicine}}

@STRING{statsci = {Statistical Science}}

@STRING{statsin = {Statistica Sinica}}

@STRING{survmeth = {Survey Methodology}}

@STRING{tech = {Technometrics}}

@STRING{toap = {to appear}}

@STRING{tpaa = {Theory of Probability \& its Applications}}

@STRING{tstat = {The Statistician}}

@BOOK{AM79,
  title        = {Optimal Filtering},
  publisher    = {Prentice-Hall},
  year         = {1979},
  author       = {B. D. O. Anderson and J. B. Moore},
  address      = {Englewood Cliffs},
}

@BOOK{Aoki87,
  title        = {State Space Modeling of Time Series},
  publisher    = {Springer-Verlag},
  year         = {1987},
  author       = {Masanao Aoki},
  address      = {Berlin},
}

@ARTICLE{Archibald90,
  author       = {Blyth C. Archibald},
  title        = {Parameter Space of the {H}olt-{W}inters' Model},
  journal      = ijf,
  year         = {1990},
  volume       = {6},
  pages        = {199--209},
  fileno       = {1151},
  keywords     = {Exponential smoothing; seasonal; coefficient choice; stability; evaluation},
  pdf          = {Archibald90.pdf},
}

@ARTICLE{AN00,
  author       = {V. Assimakopoulos and K. Nikolopoulos},
  title        = {The Theta Model: A Decomposition Approach to Forecasting},
  journal      = ijf,
  year         = {2000},
  volume       = {16},
  pages        = {521-530},
  fileno       = {1047},
  keywords     = {M3-Competition; Time series; Univariate forecasting method},
}

@BOOK{BOK05,
  title        = {Forecasting, Time Series and Regression: An Applied Approach},
  publisher    = {Thomson Brooks/Cole},
  year         = {2005},
  author       = {B. L. Bowerman and R. T. O'Connell and Anne B. Koehler},
  address      = {Belmont CA},
}

@BOOK{BDbook91,
  title        = {Time Series: Theory and Methods},
  publisher    = {Springer-Verlag},
  year         = {1991},
  author       = {P. J. Brockwell and R. A Davis},
  address      = {New York},
  edition      = {2nd},
}

@BOOK{BDbook91a,
  title        = {Introduction to Time Series and Forecasting},
  publisher    = {John Wiley \& Sons},
  year         = {2002},
  edition      = {2nd},
  author       = {P.J. Brockwell and R.A. Davis},
}

@ARTICLE{CH95,
  author       = {F. Canova and B. E. Hansen},
  title        = {Are Seasonal Patterns Constant Over Time? {A} Test for Seasonal Stability},
  journal      = {Journal of Business and Economic Statistics},
  year         = {1995},
  volume       = {13},
  pages        = {237-252},
  file         = {CH95.pdf:CH95.pdf:PDF},
  pdf          = {CH95.pdf},
}

@ARTICLE{CY91,
  author       = {Chris Chatfield and Mohammad Yar},
  title        = {Prediction Intervals for Multiplicative {H}olt-{W}inters},
  journal      = ijf,
  year         = {1991},
  volume       = {7},
  pages        = {31-37},
  keywords     = {Holt-Winters; Prediction intervals; Exponential smoothing},
}

@ARTICLE{Croston72,
  author       = {J. D. Croston},
  title        = {Forecasting and Stock Control for Intermittent Demands},
  journal      = {Operational Research Quarterly},
  year         = {1972},
  volume       = {23},
  pages        = {289--304},
  number       = {3},
  pdf          = {Croston72.pdf},
}

@ARTICLE{DF81,
  author       = {D. A. Dickey and W. A. Fuller},
  title        = {Likelihood Ratio Statistics for Autoregressive Time Series with a
                  	Unit Root},
  journal      = {Econometrica},
  year         = {1981},
  volume       = {49},
  pages        = {1057-1071},
}

@BOOK{DKbook01,
  title        = {Time Series Analysis by State Space Methods},
  publisher    = {Oxford University Press},
  year         = {2001},
  author       = {J Durbin and Siem J Koopman},
  address      = {Oxford},
}

@ARTICLE{Gardner85,
  author       = {Gardner, Jr, Everette S.},
  title        = {Exponential Smoothing: The State of the Art},
  journal      = jf,
  year         = {1985},
  volume       = {4},
  pages        = {1-28},
  keywords     = {Bibliography; exponential smoothing; comparative methods; ARIMA; exponential
                  	smoothing; control charts; CUSUM; evaluation-forecasting monitoring
                  	systems; exponential smoothing; adaptive exponential smoothing-adaptive;
                  	coefficient choice; higher-order; review; theory seasonality-estimation;
                  	harmonics; tracking signal-methodology; use-inventory control},
}

@ARTICLE{GM85,
  author       = {Gardner, Jr, Everette S. and Ed McKenzie},
  title        = {Forecasting Trends in Time Series},
  journal      = mansci,
  year         = {1985},
  volume       = {31},
  pages        = {1237-1246},
  number       = {10},
  keywords     = {Forecasting; time series},
}

@TECHREPORT{Gomez98,
  author       = {Victor G\'{o}mez},
  title        = {Automatic Model Identification in the Presence of Missing Observations
                  	and Outliers},
  institution  = {Ministerio de Econom{\'\i}a y Hacienda, Direcci{\'o}n General de
                  	An{\'a}lisis y Programaci{\'o}n Presupuestaria},
  year         = {1998},
  type         = {Working paper},
  number       = {D-98009},
  pdf          = {Gomez98.pdf},
}

@TECHREPORT{TRAMOSEATS98,
  author       = {Victor G\'{o}mez and Agust\'{i}n Maravall},
  title        = {Programs \pkg{TRAMO} and \pkg{SEATS}, Instructions for the Users},
  institution  = {Ministerio de Econom{\'\i}a y Hacienda, Direcci{\'o}n General de
                  	An{\'a}lisis y Programaci{\'o}n Presupuestaria},
  year         = {1998},
  type         = {Working paper},
  number       = {97001},
  month        = {June},
  edition      = {Beta version},
}

@ARTICLE{ForecastPro00,
  author       = {Robert L Goodrich},
  title        = {The \pkg{Forecast Pro} Methodology},
  journal      = ijf,
  year         = {2000},
  volume       = {16},
  pages        = {533-535},
  number       = {4},
  pdf          = {ForecastPro00.pdf},
}

@ARTICLE{HR82,
  author       = {E. J. Hannan and J. Rissanen},
  title        = {Recursive Estimation of Mixed Autoregressive-Moving Average Order},
  journal      = biok,
  year         = {1982},
  volume       = {69},
  pages        = {81-94},
  number       = {1},
  keywords     = {Autoregressive-moving average; best coding; martingale; recursive
                  	calculation; strong convergence; vector autoregression},
}

@ARTICLE{Hendry97,
  author       = {David F. Hendry},
  title        = {The Econometrics of Macroeconomic Forecasting},
  journal      = {The Economic Journal},
  year         = {1997},
  volume       = {107},
  pages        = {1330-1357.},
  number       = {444},
}

@ARTICLE{HEGY90,
  author       = {S. Hylleberg and R. Engle and C. Granger and B. Yoo},
  title        = {Seasonal Integration and Cointegration},
  journal      = {Journal of Econometrics},
  year         = {1990},
  volume       = {44},
  pages        = {215-238},
}

@ARTICLE{Hyndman01,
  author       = {Rob J Hyndman},
  title        = {It's Time To Move from `What' To `Why'---Comments on the {M3}-Competition},
  journal      = ijf,
  year         = {2001},
  volume       = {17},
  pages        = {567-570},
  number       = {4},
  keywords     = {commentaries on the M3-competition},
}

@MANUAL{forecast,
  title        = {\pkg{forecast}: Forecasting Functions for Time Series},
  author       = {Rob J Hyndman},
  year         = {2008},
  note         = {\proglang{R}~package version~1.11},
  url          = {http://CRAN.R-project.org/package=forecasting},
}

@MANUAL{fma,
  title        = {\pkg{fma}: Data Sets from ``{F}orecasting: Methods and Applications'' By {M}akridakis,
                  	{W}heelwright \& {H}yndman (1998)},
  author       = {Rob J Hyndman},
  year         = {2008},
  note         = {\proglang{R}~package version~1.11},
  url          = {http://CRAN.R-project.org/package=forecasting},
}

@MANUAL{expsmooth,
  title        = {\pkg{expsmooth}: Data Sets from ``{F}orecasting with Exponential Smoothing'' by Hyndman, Koehler, Ord \& Snyder (2008)},
  author       = {Rob J Hyndman},
  year         = {2008},
  note         = {\proglang{R}~package version~1.11},
  url          = {http://CRAN.R-project.org/package=forecasting},
}

@MANUAL{Mcomp,
  title        = {\pkg{Mcomp}: Data from the {M}-Competitions},
  author       = {Rob J Hyndman},
  year         = {2008},
  note         = {\proglang{R}~package version~1.11},
  url          = { http://CRAN.R-project.org/package=forecasting},
}

@ARTICLE{HAA08,
  author       = {Rob J Hyndman and {Md} Akram and Blyth C Archibald},
  title        = {The Admissible Parameter Space for Exponential Smoothing Models},
  journal      = {Annals of the Institute of Statistical Mathematics},
  year         = {2008},
  volume       = {60},
  number       = {2},
  pages        = {407--426}
}

@ARTICLE{HB03,
  author       = {Rob J Hyndman and Billah, Baki},
  title        = {Unmasking the {T}heta Method},
  journal      = ijf,
  year         = {2003},
  volume       = {19},
  pages        = {287-290},
  number       = {2},
  keywords     = {Exponential smoothing; forecasting competitions; State space models},
}

@ARTICLE{HKPB05,
  author       = {Rob J Hyndman and Maxwell L. King and Pitrun, Ivet and Billah, Baki},
  title        = {Local Linear Forecasts Using Cubic Smoothing Splines},
  journal      = anzjs,
  year         = {2005},
  volume       = {47},
  pages        = {87-99},
  number       = {1},
  keywords     = {ARIMA models; Exponential smoothing; Holt's local linear forecasts;
                  	Maximum likelihood estimation; non-parametric regression; smoothing
                  	splines; state-space model; stochastic trends},
}

@ARTICLE{HK06,
  author       = {Rob J Hyndman and Anne B Koehler},
  title        = {Another Look at Measures of Forecast Accuracy},
  journal      = ijf,
  year         = {2006},
  volume       = {22},
  pages        = {679-688},
  issue        = {4},
}

@ARTICLE{HK2008,
  author       = {Rob J Hyndman and Yeasmin Khandakar},
  title        = {Automatic Time Series Forecasting: The Forecast Package for R},
  journal      = jss,
  year         = {2008},
  volume       = {27},
  issue        = {3},
}

@ARTICLE{HKOS05,
  author       = {Rob J Hyndman and Anne B Koehler and J Keith Ord and Ralph D Snyder},
  title        = {Prediction Intervals for Exponential Smoothing Using Two New Classes
                  	of State Space Models},
  journal      = {Journal of Forecasting},
  year         = {2005},
  volume       = {24},
  pages        = {17-37},
}

@BOOK{expsmooth08,
  title        = {Forecasting with Exponential Smoothing: The State Space Approach},
  publisher    = {Springer-Verlag},
  year         = {2008},
  author       = {Rob J Hyndman and Anne B Koehler and J Keith Ord and Ralph D Snyder},
  url          = {http://www.exponentialsmoothing.net/},
}

@ARTICLE{HKSG02,
  author       = {Rob J Hyndman and Anne B Koehler and Ralph D Snyder and Simone Grose},
  title        = {A State Space Framework for Automatic Forecasting Using Exponential
                  	Smoothing Methods},
  journal      = ijf,
  year         = {2002},
  volume       = {18},
  pages        = {439-454},
  number       = {3},
  keywords     = {Prediction intervals; State space models},
}

@ARTICLE{shortseasonal,
  author       = {Rob J Hyndman and Andrey V Kostenko},
  title        = {Minimum Sample Size Requirements for Seasonal Forecasting Models},
  journal      = {Foresight: The International Journal of Applied Forecasting},
  year         = {2007},
  volume       = {6},
  pages        = {12-15},
}

@ARTICLE{KPSS92,
  author       = {Denis Kwiatkowski and Peter C.B. Phillips and Peter Schmidt and Yongcheol
                  	Shin},
  title        = {Testing the Null Hypothesis of Stationarity Against the Alternative
                  	of a Unit Root},
  journal      = je,
  year         = {1992},
  volume       = {54},
  pages        = {159-178},
}

@ARTICLE{Liu89,
  author       = {L. M. Liu},
  title        = {Identification of Seasonal {Arima} Models Using a Filtering Method},
  journal      = commstm,
  year         = {1989},
  volume       = {18},
  pages        = {2279-2288},
  keywords     = {model identification, seasonal time series, ARIMA models, filtering,
                  	intermediary models, calendar variation, intervention, transfer function
                  	models},
}

@ARTICLE{Mcomp82,
  author       = {S. Makridakis and A. Anderson and R. Carbone and R. Fildes and M.
                  	Hibon and R. Lewandowski and J. Newton and E. Parzen and R. Winkler},
  title        = {The Accuracy of Extrapolation (Time Series) Methods: Results of a
                  	Forecasting Competition},
  journal      = jf,
  year         = {1982},
  volume       = {1},
  pages        = {111-153},
  keywords     = {Forecasting; Time series; Evaluation; Accuracy; Comparison; Empirical
                  	Study},
}

@ARTICLE{Metal82,
  author       = {Spyros Makridakis and A. Anderson and R. Carbone and R. Fildes and
                  	M. Hibon and R. Lewandowskiand J. Newton and E. Parzen and R. Winkler},
  title        = {The Accuracy of Extrapolation (Time Series) Methods: Results of a
                  	Forecasting Competition},
  journal      = jf,
  year         = {1982},
  volume       = {1},
  pages        = {111--153},
}

@ARTICLE{Metal93,
  author       = {Spyros Makridakis and Chris Chatfield and Mich\'{e}le Hibon and Michael
                  	Lawrence and Terence Mills and J. Keith Ord and LeRoy F. Simmons},
  title        = {The {M}2-Competition: A Real-Time Judgmentally Based Forecasting
                  	study},
  journal      = ijf,
  year         = {1993},
  volume       = {9},
  pages        = {5--22},
}

@ARTICLE{M3comp00,
  author       = {Spyros Makridakis and Michele Hibon},
  title        = {The {M3}-Competition: Results, Conclusions and Implications},
  journal      = ijf,
  year         = {2000},
  volume       = {16},
  pages        = {451-476},
  keywords     = {Comparative methods-Time series: Univariate; Forecasting competitions;
                  	{M}-competition; Forecasting methods; Forecasting accuracy},
}

@BOOK{MWH3,
  title        = {Forecasting: Methods and Applications},
  publisher    = {John Wiley \& Sons},
  year         = {1998},
  author       = {Makridakis, Spyros and Wheelwright, Steven C. and Rob J Hyndman},
  pages        = {642},
  address      = {New York},
  edition      = {3rd},
  url          = {http://www.robhyndman.info/forecasting/},
}

@ARTICLE{MP00a,
  author       = {G. M\'{e}lard and J.-M Pasteels},
  title        = {Automatic {ARIMA} Modeling Including Intervention, Using Time Series
                  	Expert Software},
  journal      = ijf,
  year         = {2000},
  volume       = {16},
  pages        = {497-508},
  keywords     = {M3-Competition; ARIMA models; Expert systems; Intervention analysis;
                  	Outliers},
}

@ARTICLE{Meyer:2002,
  author       = {David Meyer},
  title        = {Naive Time Series Forecasting Methods},
  journal      = {\proglang{R} News},
  year         = {2002},
  volume       = {2},
  number       = {2},
  pages        = {7--10},
  month        = {June},
  url          = {http://CRAN.R-project.org/doc/Rnews/},
}

@ARTICLE{OKS97,
  author       = {J. Keith Ord and Anne B. Koehler and Ralph D. Snyder},
  title        = {Estimation and Prediction for a Class of Dynamic Nonlinear Statistical
                  	Models},
  journal      = jasa,
  year         = {1997},
  volume       = {92},
  pages        = {1621-1629},
  keywords     = {Forecasting; Holt-Winters; Maximum likelihood estimation; State-space
                  	models},
  pdf          = {OKS97.pdf},
}

@ARTICLE{OL96,
  author       = {Keith Ord and Sam Lowe},
  title        = {Automatic Forecasting},
  journal      = amstat,
  year         = {1996},
  volume       = {50},
  pages        = {88-94},
  number       = {1},
  month        = {February},
  keywords     = {automatic, Forecasting, Autobox, AutocastII, Forecast Pro},
}

@ARTICLE{Pegels69,
  author       = {C. Carl Pegels},
  title        = {Exponential Forecasting: Some New Variations},
  journal      = mansci,
  year         = {1969},
  volume       = {15},
  pages        = {311-315},
  number       = {5},
}

@ARTICLE{Reilly00,
  author       = {Reilly, David},
  title        = {The \pkg{Autobox} System},
  journal      = ijf,
  year         = {2000},
  volume       = {16},
  pages        = {531-533},
  number       = {4},
  pdf          = {Reilly00.pdf},
}

@ARTICLE{Ripley:2002,
  author       = {Brian D. Ripley},
  title        = {Time Series in \proglang{R}~1.5.0},
  journal      = {\proglang{R} News},
  year         = {2002},
  volume       = {2},
  number       = {2},
  pages        = {2--7},
  month        = {June},
  url          = {http://CRAN.R-project.org/doc/Rnews/},
}

@ARTICLE{SH05,
  author       = {Lydia Shenstone and Rob J Hyndman},
  title        = {Stochastic Models Underlying {C}roston's Method for Intermittent
                  	Demand Forecasting},
  journal      = jf,
  year         = {2005},
  volume       = {24},
  pages        = {389-402},
}

@ARTICLE{SY94,
  author       = {Jeremy Smith and Sanjay Yadav},
  title        = {Forecasting Costs Incurred from Unit Differencing Fractionally Integrated
                  	Processes},
  journal      = ijf,
  year         = {1994},
  volume       = {10},
  pages        = {507-514},
  number       = {4},
  pdf          = {SY94.pdf},
}

@ARTICLE{SKHO04,
  author       = {Ralph D Snyder and Anne B Koehler and Rob J Hyndman and J Keith Ord},
  title        = {Exponential Smoothing Models: Means and Variances for Lead-Time Demand},
  journal      = ejor,
  year         = {2004},
  volume       = {158},
  pages        = {444-455},
  number       = {2},
}

@ARTICLE{Taylor03a,
  author       = {James W. Taylor},
  title        = {Exponential Smoothing with a Damped Multiplicative Trend},
  journal      = ijf,
  year         = {2003},
  volume       = {19},
  pages        = {715-725},
  keywords     = {Damped trend exponential smoothing, Pegels classification, Multiplicative
                  	trend},
}

@ARTICLE{Wallis99,
  author       = {Wallis, K. F.},
  title        = {Asymmetric Density Forecasts of Inflation and the {Bank of England's}
                  	Fan Chart},
  journal      = {National Institute Economic Review},
  year         = {1999},
  volume       = {167},
  pages        = {106-112},
  number       = {1},
}

 @Manual{R,
    title = {\proglang{R}: A Language and Environment for Statistical Computing},
    author = {{\proglang{R} Development Core Team}},
    organization = {\proglang{R} Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org/},
  }
