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
收藏
页码：197 / 202
页数：6
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