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Forecasting models and prediction intervals for the multiplicative Holt–Winters method

✍ Scribed by Anne B. Koehler; Ralph D. Snyder; J.Keith Ord


Book ID
114174661
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
185 KB
Volume
17
Category
Article
ISSN
0169-2070

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📜 SIMILAR VOLUMES


Computing the variance of the forecast e
✍ Arnold L. Sweet 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 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