# Use Holt-Winters or ARIMA?

My question is around the conceptual difference between Holt-Winters and ARIMA.

As far as I understand, Holt-Winters is a special case of ARIMA. But when is one algorithm preferred over the other? Perhaps Holt-Winters is incremental and therefore serves as an inline (faster) algorithm?

Looking forward to some insight here.

• A piece of evidence: on data from M3 Competition, automated exponential smoothing performed slightly better than automated ARIMA; see Rob J. Hyndman's blog post "R vs Autobox vs ForecastPro vs …". – Richard Hardy Aug 11 '16 at 19:43
• Duplicate here but no accepted or upvoted answers. Probably we should merge the threads. – Richard Hardy Aug 11 '16 at 19:48
• Yes, a very similar question. – sandyp Aug 12 '16 at 16:23

Also, you should compare State Space (Kalman Filter) solutions, which is even more general. R's arima, for example, uses a State Space solution under the hood.