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series method scale outlier forecast time series error model value indicator sentiment estimator estimators forecasting observation holt –winters weight performance 0.5 simulation approach window level –winter trend scale estimators point estimation matrix figure analysis scheme journal result one-step-ahead forecast errors multivariate component breakdown point table erasmu european sentiment indicator forecast performance function statistic sentiment indicators parameter regression window width n τ adj estimator procedure survey university additive outliers estimate gelper width scale estimator distribution variability section length window width height signal breakdown country equation study growth correlation one-step-ahead scale estimation sample economic production additive pls method model-free panel
6 Most Recent Publications
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Sparse least trimmed squares regression for analyzing high-dimensional large data sets
(Article)
Alfons, A. Croux, C. Gelper, S.E.C. |
2013-03-01
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Robust exponential smoothing of multivariate time series
(Article)
Croux, C. Gelper, S.E.C. Mahieu, K. |
2010-12-01
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Regression-based, regression-free and model-free approaches for robust online scale estimation
(Article)
Schettlinger, K. Gelper, S.E.C. Gather, U. Croux, C. |
2010-08-13
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Robust forecasting with exponential and Holt–Winters smoothing
(Article)
Gelper, S.E.C. Fried, R. Croux, C. |
2010-04-01
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On the Construction of the European Economic Sentiment Indicator
(Article)
Gelper, S.E.C. Croux, C. |
2010-02-01
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Efficient and robust scale estimation for trended time series
(Article)
Caliskan, D. Croux, C. Gelper, S.E.C. |
2009-09-15
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