Identifying models for the multiplicative Holt-Winters method

被引：0

作者：

Koehler, A ^{[1
]}

Ord, JK ^{[1
]}

Snyder, RD ^{[1
]}

机构：

[1] Miami Univ, Dept Decis Sci & MIS, Oxford, OH 45056 USA

来源：

DECISION SCIENCES INSTITUTE, 1997 ANNUAL MEETING, PROCEEDINGS, VOLS 1-3 | 1997年

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

A new group of models that underlie the multiplicative Holt-Winters Method is presented. These models are important in the construction of prediction intervals for this widely used forecasting method. A procedure for choosing among these models is proposed and examined with simulations.

引用

页码：1045 / 1047

页数：3

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