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....
| Autor principal: | |
|---|---|
| Formato: | Tese |
| Idioma: | English |
| Publicado em: |
c2006.
|
| Assuntos: |