Exponential smoothing of seasonal data: A comparison

被引：0

作者：

Snyder, RD ^{[1
]}

Shami, RG ^{[1
]}

机构：

[1] Monash Univ, Fac Business & Econ, Dept Econometr & Business Stat, Clayton, Vic 3168, Australia

来源：

JOURNAL OF FORECASTING | 2001年 / 20卷 / 03期

关键词：

time series; forecasting; exponential smoothing; Holt-Winters method; structural models; M-competition;

D O I：

10.1002/1099-131X(200104)20:3<197::AID-FOR789>3.0.CO;2-L

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

A parsimonious method of exponential smoothing is introduced for time series generated from a combination of local trends and local seasonal effects. It is compared with the additive version of the Holt-Winters method of forecasting on a standard collection of real time series. Copyright (C) 2001 John Wiley & Sons, Ltd.

引用

页码：197 / 202

页数：6

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