Exponential smoothing with a damped multiplicative trend
نویسندگان
چکیده
منابع مشابه
Exponential Smoothing with a Damped Multiplicative Trend
Multiplicative trend exponential smoothing has received very little attention in the literature. It involves modelling the local slope by smoothing successive ratios of the local level, and this leads to a forecast function that is the product of level and growth rate. By contrast, the popular Holt method uses an additive trend formulation. It has been argued that more real series have multipli...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2003
ISSN: 0169-2070
DOI: 10.1016/s0169-2070(03)00003-7