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....
מחבר ראשי: | |
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פורמט: | Thesis |
שפה: | English |
יצא לאור: |
c2006.
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