Exponential Smoothing of Seasonal Data: A Comparison

Roland G. Shami and Ralph D. Snyder

No 267932, Department of Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

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.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 10
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Persistent link: https://EconPapers.repec.org/RePEc:ags:monebs:267932

DOI: 10.22004/ag.econ.267932

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