Koen Mahieu

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

412

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.
Downloads 142 (206,063)
Citation 1

Robust Forecasting of Non-Stationary Time Series

CentER Discussion Paper Series No. 2010-105
Number of pages: 17 Posted: 13 Oct 2010
Christophe Croux, Irene Gijbels and Koen Mahieu
KU Leuven - Faculty of Business and Economics (FEB), Catholic University of Louvain (UCL) - School of Statistics and affiliation not provided to SSRN
Downloads 83 (303,626)
Citation 2

Abstract:

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Heteroscedasticity, Non-parametric regression, Prediction, Outliers, Robustness

Robust Forecasting of Non-Stationary Time Series

Number of pages: 17 Posted: 20 Nov 2010
KU Leuven - Faculty of Business and Economics (FEB), University of Dortmund, Catholic University of Louvain (UCL) - School of Statistics and affiliation not provided to SSRN
Downloads 59 (367,755)
Citation 2

Abstract:

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Heteroscedasticity, Non-Parametric Regression, Prediction, Outliers, Robustness

2.

Robust Control Charts for Time Series Data

CentER Discussion Paper Series No. 2010-107
Number of pages: 16 Posted: 16 Apr 2010 Last Revised: 30 Oct 2010
Christophe Croux, Sarah Gelper and Koen Mahieu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB) and affiliation not provided to SSRN
Downloads 135 (214,674)

Abstract:

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Control chart, Holt-Winters, Non-stationary time series, Outlier detection, Robustness, Statistical process contro

3.

Robust Exponential Smoothing of Multivariate Time Series

Number of pages: 23 Posted: 24 Nov 2009
Christophe Croux, Sarah Gelper and Koen Mahieu
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB) and affiliation not provided to SSRN
Downloads 135 (214,674)

Abstract:

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Data cleaning, Exponential smoothing, Forecasting, Multivariate time series, Robustness