The Holt-Winters smoothed series up to observation 84 is given, using classical HW (full line), and the RHW method (dashed line), with respective forecasts for observations 85 to

The Holt-Winters smoothed series up to observation 84 is given, using classical HW (full line), and the RHW method (dashed line), with respective forecasts for observations 85 to

Table 4: The MSFE and τ 2 -scale for one-step-ahead forecast errors for series generated under an ARIMA model and a deterministic trend model, without (CD) and with (AO) outliers..

KEYWORDS: exponential smoothing, forecasting.. Referring to Table 16-6, the Holt-Winters method for forecasting with a smoothing constant of 0.2 for both level and trend will be

In case of this time series, the multiplicative non-adaptive exponential smoothing technique gave better results as compared to the adaptive version of the same. The time series

Keywords: ARIMA, dynamic linear models, equivalence, exponential smoothing, forecasting, GARCH, Holt’s method, Holt-Winters method, Kalman filter, prediction

A paper by [9] evaluated the forecasting performance of SARIMA, Holt Win- ters and Grey model for foreign tourist arrivals series in India from 2003:1 - 2015:10 using

Aim: To compare the accuracy of Autoregressive Integrated Moving Average (ARIMA) model and Holt-Winters additive exponential smoothing method for forecasting the size of the total

(2002) proposed a framework of 24 state space models for exponential smoothing, including the well-known simple exponential smoothing, Holt’s linear and Holt-Winters’ additive

random walk model, Holt-Winters’ exponential smoothing technique and seasonal ARIMA model are used for modeling of traffic flow in Dublin.. Simulation and short-term forecasting

Oil Price, Univariate Time Series, Exponential Smoothing, Holt-Winters, ARIMA Models, Model Selection

Different forecasting techniques are examined in the present study namely the moving average, simple exponential smoothing, Holt’s exponential smoothing, Winters’ exponential

from Kenya National Bureau of Statistics to test which between SARIMA and Holt-Winters Triple Exponential Smoothing is best suited to forecast inflation in Kenya in its

This chapter evaluates Marine Corps enlisted personnel inventory forecasts developed by the Holt-Winters exponential smoothing, multiplicative decomposition, and

suggests that Holt-Winters multiplicative smoothing method with Alpha (0.01), Delta (0.11) and Gamma (0.11) is more effective in forecasting tourist arrivals in Tanzania

In this section single exponential smoothing, Croston’s method, Syntetos-Boylan approximation, moving average, weighted moving average, Holt-Winters (no seasonal), ARIMA and

In the empirical analysis of [47], several time-series models are compared including ARMA and Holt-Winters exponential smoothing models with multiple seasonal patterns. The

Forecast models considered here are univariate ARARMA, ARMA, Filtered Trend, Holt, Holt-D exponential smoothing and Robust Trend against a benchmark Random Walk model.. With the