Holt’s exponential smoothing model for interval-valued time series
نویسندگان
چکیده
Interval-valued time series are interval-valued data that are collected in a chronological sequence through time. This paper adapts an approach to forecasting interval valued-time series based on Holt’s exponential smoothing method. In the adapted Holt’s method for interval-valued time series, the smoothing parameters are estimated by using techniques for non-linear optimization problems with bound constraints. The practicality of the method is demonstrated by simulation studies and applications using real interval-valued stock market time series.
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