Search Results - subject:"Holt–Winters"

Prediction Intervals for Exponential Smoothing State Space Models.

Hyndman, R.J.; Koehler, A.B.; Ord, J.K.; Snyder, R.D. - Department of Econometrics and Business Statistics, … - 2001

The main objective of this paper is to provide analytical expression for forecast variances that can be used in prediction intervals for the exponential smoothing methods. These expressions are based on state space models with a single source of error that underlie the exponential smoothing...

Persistent link: https://www.econbiz.de/10005581136

Multivariate exponential smoothing: A Bayesian forecast approach based on simulation

Bermúdez, José D.; Corberán-Vallet, Ana; Vercher, … - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 5, pp. 1761-1769

approach based on the multivariate Holt–Winters model. Assuming that each of the univariate time series comes from the … univariate Holt–Winters model, all of them sharing a common structure, the multivariate Holt–Winters model can be formulated as a …

Persistent link: https://www.econbiz.de/10011050514

Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method.

Koehler, A.B.; Snyder, R.D.; Ord, J.K. - Department of Econometrics and Business Statistics, … - 1999

updating equations and forecast functions as the multiplicative Holt-Winters method, regardless of whether the error variation …

Persistent link: https://www.econbiz.de/10005149041

SIOPRED: a prediction and optimisation integrated system for demand

Bermúdez, J.; Segura, J.; Vercher, E. - In: TOP: An Official Journal of the Spanish Society of … 16 (2008) 2, pp. 258-271

Persistent link: https://www.econbiz.de/10005598394

Prediction with univariate time series models: The Iberia case

Ruiz, Ester; Lorenzo, Fernando - Departamento de Economía, Facultad de Ciencias Sociales - 1997

observed values with predictions made by a deterministic components model, the Holt-Winters exponential smoothing filter, an … considered. With respect to Holt-Winters predictions, they fail because they are not able to acommodate outliers. Finally, ARIMA …

Persistent link: https://www.econbiz.de/10005292551

Holt-Winters Method with Missing Observations

Tomá\v{s} Cipra; Trujillo, José; Robio, Asunción - In: Management Science 41 (1995) 1, pp. 174-178

time intervals is extended to the Holt-Winters method in the seasonal case. Numerical examples demonstrate the procedure. …

Persistent link: https://www.econbiz.de/10009209206