Article ID: | iaor20031242 |
Country: | United Kingdom |
Volume: | 20 |
Issue: | 3 |
Start Page Number: | 197 |
End Page Number: | 202 |
Publication Date: | Apr 2001 |
Journal: | International Journal of Forecasting |
Authors: | Snyder Ralph D., Shami Roland G. |
Keywords: | seasonality |
A parsimonious method of exponential smoothing is introduced for time series generated from a combination of local trends and local seasonal effects. It is compared with the additive version of the Holt–Winters method of forecasting on a standard collection of real time series.