Forecasting models and prediction intervals for multiplicative Holt-Winters method
Article Abstract:
Two methods for model selection are presented by simulation and the model with variance dependent on both the trend and seasonal elements is recommended for the most common case of series with an upward trend..
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
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Exponential smoothing model selection for forecasting
Article Abstract:
In forecasting time series, exponential smoothing is applied in three different methods, which are discussed. Information is a major factor that determines the selection of a method.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2006
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Another look at measures of forecast accuracy
Article Abstract:
A study examines forecasting methods in univariate and multiple time series. Mathematical models are used in the study.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2006
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