Robust Forecasting with Exponential and Holt-Winters Smoothing
نویسندگان
چکیده
منابع مشابه
Robust forecasting with exponential and holt-winters smoothing
Robust versions of the exponential and Holt–Winters smoothing method for forecasting are presented. They are suitable for forecasting univariate time series in the presence of outliers. The robust exponential and Holt–Winters smoothing methods are presented as recursive updating schemes that apply the standard technique to pre-cleaned data. Both the update equation and the selection of the smoo...
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متن کاملQuantile Versions of Holt-winters Forecasting Algorithms
We propose new versions of Holt-Winters (HW) and seasonal Holt-Winters (SHW) time series forecasting algorithms. The exponential smoothing construct is identical to HW/SHW, except that the coefficients are estimated by minimizing a given quantile error criterion, instead of the usual squared errors. We call these versions quantile HW/SHW (QHW/QSHW), which amounts to performing HW/SHW under an a...
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Elasticity is one of the key features of cloud computing that attracts many SaaS providers to minimize their services’ cost. Cost is minimized by automatically provision and release computational resources depend on actual computational needs. However, delay of starting up new virtual resources can cause Service Level Agreement violation. Consequently, predicting cloud resources provisioning ga...
متن کاملComputational aspects of robust Holt-Winters smoothing based on M-estimation
To obtain a robust version of exponential and Holt-Winters smoothing the idea of M -estimation can be used. The difficulty is the formulation of an easy-to-use recursive formula for its computation. A first attempt was made by Cipra (Robust exponential smoothing, J. Forecast. 11 (1992), 57–69). The recursive formulation presented there, however, is unstable. In this paper, a new recursive compu...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2007
ISSN: 1556-5068
DOI: 10.2139/ssrn.1089403