Prediction intervals for the Holt-Winters forecasting procedure
β Scribed by Mohammed Yar; Chris Chatfield
- Book ID
- 119138613
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 897 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0169-2070
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Since growth curves are often used to produce medium-to long-term forecasts for planning purposes, it is obviously of value to be able to associate an interval with the forecast trend. The problems in producing prediction intervals are well described by Chatfield. The additional problems in this con
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