𝔖 Bobbio Scriptorium
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An exercise in computing the variance of the forecast error

✍ Scribed by Peter Kennedy

Book ID
119138562
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
224 KB
Volume
6
Category
Article
ISSN
0169-2070

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πŸ“œ SIMILAR VOLUMES

Computing the variance of the forecast e
Computing the variance of the forecast error for the holt-winters seasonal models
✍ Arnold L. Sweet πŸ“‚ Article πŸ“… 1985 πŸ› John Wiley and Sons 🌐 English βš– 450 KB

This paper presents expressions for the variance of the forecast error for arbitrary lead times for both the additive and multiplicative Holt-Winters seasonal forecasting models. It is shown that even when the smoothing constants are chosen to have values between zero and one, when the period is gre