Exponential Smoothing of Seasonal Data: A Comparison

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.


Issue Date:
Nov 01 1997
Publication Type:
Working or Discussion Paper
Language:
English
Total Pages:
10
Series Statement:
Working Paper 10/97




 Record created 2018-02-06, last modified 2018-02-07

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