Where: International Symposium on Forecasting, Nice, France Abstract: The most common forecasting methods in business are based on exponential smoothing and the most common time series in business are inherently non-negative. Therefore it is of interest to consider the properties of the potential stochastic models underlying exponential smoothing when applied to non-negative data. We explore nonlinear exponential smoothing state space models for non-negative data under various assumptions about the innovations, or error, …