Forecasting models and prediction intervals for multiplicative Holt-Winters method

Article Abstract:

Two methods for model selection are presented by simulation and the model with variance dependent on both the trend and seasonal elements is recommended for the most common case of series with an upward trend..

United States, Forecasting, Statistical Data Included, Forecasts and trends, Business forecasting, Seasonal variations (Economics), Prediction theory

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Exponential smoothing model selection for forecasting

Article Abstract:

In forecasting time series, exponential smoothing is applied in three different methods, which are discussed. Information is a major factor that determines the selection of a method.

Functions, Exponential, Exponential functions

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Another look at measures of forecast accuracy

Article Abstract:

A study examines forecasting methods in univariate and multiple time series. Mathematical models are used in the study.

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