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Exponential smoothing of seasonal data: a comparison

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journal contribution
posted on 06.06.2017, 02:23 by Shami, Roland G., Snyder, Ralph D.
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.

History

Year of first publication

1997

Series

Department of Econometrics and Business Statistics.