Holt-Winters Method with Missing Observations

Tomá\v{s} Cipra, José Trujillo and Asunción Robio
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Tomá\v{s} Cipra: Department of Statistics, Charles University of Prague, Sokolovská 83, 18600 Prague 8, Czechoslovakia
José Trujillo: Department of Mathematics, University of Extremadura, 10071 Cáceres, Spain
Asunción Robio: Department of Mathematics, University of Extremadura, 10071 Cáceres, Spain

Management Science, 1995, vol. 41, issue 1, 174-178

Abstract: The paper presents a simple procedure for interpolating, smoothing, and predicting in seasonal time series with missing observations. The approach suggested by Wright (Wright, D. J. 1986. Forecasting data published at irregular time intervals using extension of Holt's method. Management Sci. 32 499--510.) for the Holt's method with nonseasonal data published at irregular time intervals is extended to the Holt-Winters method in the seasonal case. Numerical examples demonstrate the procedure.

Keywords: missing observations; seasonality; Holt-Winters method (search for similar items in EconPapers)
Date: 1995
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