Timeline for Holt-Winters exponential smoothing formula
Current License: CC BY-SA 3.0
10 events
| when toggle format | what | by | license | comment | |
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| Apr 29, 2015 at 10:00 | history | edited | Stephan Kolassa |
added exponential-smoothing tag
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| Feb 28, 2014 at 14:54 | vote | accept | kosa | ||
| Feb 26, 2014 at 21:39 | history | edited | kosa |
edited tags
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| Feb 26, 2014 at 18:39 | comment | added | kosa | @Glen_b: I think I am getting clarity on what is going on here, but stuck at point on how s(t) is 10.3 for first row in this case? Based on formula, I think L(t-1), b(t-1) and s(t-m) are zero for this row right? Which should bring s(t) to ZERO. Any input here? | |
| Feb 26, 2014 at 4:53 | comment | added | Glen_b | I'd use the error-correction formula, and the starting values from table 7.9. The $s$ term is easier to understand if you follow through the example. | |
| Feb 26, 2014 at 4:49 | comment | added | kosa | @Glen_b: Thank you! I will work on this tomorrow. Hopefully I can finish this time. | |
| Feb 26, 2014 at 4:44 | comment | added | Glen_b | $\hat{y}_{t+h|t}$ means "the forecast at time $t+h$, given data up to time $t$". So no, it's not the next-period forecast (unless $h=1$), it's the forecast for $h$ periods ahead from time $t$, using information available at time $t$. | |
| Feb 26, 2014 at 2:25 | history | edited | Nick Stauner | CC BY-SA 3.0 |
$\LaTeX$, grammar, punctuation, clarity, code formatting, consolidation
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| Feb 26, 2014 at 2:16 | answer | added | ccsv | timeline score: 1 | |
| Feb 25, 2014 at 18:04 | history | asked | kosa | CC BY-SA 3.0 |