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The "ExponentialSmoothing" function in Python's "statsmodels.tsa.holtwinters" library gives you the option to set trend equal to additive or multiplicative but it also lets you set a seasonal parameter equal to additive or multiplicative. I believe the trend is additive when the peaks & troughs of the time series remain roughly the same. Is this correct? How do I determine if the seasonal parameter is additive or multiplicative?

Here is my time series plotted along with its decomposed plots:

Plots

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You can see the explanation in this video: https://youtube.com/playlist?list=PL3N9eeOlCrP5cK0QRQxeJd6GrQvhAtpBK

Hope it helps.

Regards,

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  • $\begingroup$ Cool, thank you! $\endgroup$ – M_Neelakandan Apr 17 at 16:54

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