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
收藏
页码：1045 / 1047
页数：3
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