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Exponential smoothing of seasonal data: a comparison |
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| Authors: | Ralph D. Snyder Roland G. Shami |
| Abstract: | 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. Copyright © 2001 John Wiley & Sons, Ltd. |
| Keywords: | time series forecasting exponential smoothing Holt– Winters method structural models M‐competition |