HOLTWINTERS: MATLAB function to compute forecasts of the Holt-Winters exponential smoothing model
Rafał Weron ()
HSC Software from Hugo Steinhaus Center, Wroclaw University of Technology
[MAE,FX]=HOLTWINTERS(PARAM,S,X) returns the Mean Absolute Error (MAE) of 1-step ahead forecasts (FX) of the Holt-Winters exponential smoothing model with additive trend and additive seasonality for parameter vector PARAM = [alpha, beta, gamma], seasonality of period S and data series X.
Requires: MATLAB (tested on MATLAB ver. 2016a).
Keywords: Holt-Winters model; Exponential smoothing; Forecasting. (search for similar items in EconPapers)
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http://www.im.pwr.wroc.pl/~hugo/RePEc/wuu/hscode/holtwinters.m Program file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:wuu:hscode:m17001
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