| Article ID: | iaor20043791 |
| Country: | Netherlands |
| Volume: | 20 |
| Issue: | 1 |
| Start Page Number: | 5 |
| End Page Number: | 10 |
| Publication Date: | Jan 2004 |
| Journal: | International Journal of Forecasting |
| Authors: | Holt Charles C. |
| Keywords: | seasonality, exponential smoothing |
The paper provides a systematic development of the forecasting expressions for exponential weighted moving averages. Methods for series with no trend, or additive or multiplicative trend are examined. Similarly, the methods cover non-seasonal, and seasonal series with additive or multiplicative error structures. The paper is a reprinted version of the 1957 report to the Office of Naval Research (ONR 52) and is being published here to provide greater accessibility.