Construction of prediction intervals for the multiplicative Holt-Winter's methods
The multiplicative Holt-Winters Exponential Smoothing Procedure is a useful procedure for forecasting. The point forecast is easily computed from a clearly defined equation. the interval forecsat, on the other hand, is not easily computed since the standard error of forecast is not easily computed....
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Format: | Thesis |
Sprog: | English |
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c2006.
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