Holt-Winters method with missing observations

Holt-Winters method with missing observations

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Article ID: iaor1996365
Country: United States
Volume: 41
Issue: 1
Start Page Number: 174
End Page Number: 178
Publication Date: Jan 1995
Journal: Management Science
Authors: , ,
Keywords: forecasting: applications
Abstract:

The paper presents a simple procedure for interpolating, smoothing, and predicting in seasonal time series with missing observations. The approach suggested by Wright for the Holt’s method with nonseasonal data published at irregular time intervals is extended to the Holt-Winters method in the seasonal case. Numerical examples demonstrate the procedure.

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