Forecasting seasonals and trends by exponentially weighted moving averages
Forecasting seasonals and trends by exponentially weighted moving averages
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DOI：
10.1016/j.ijforecast.2004.09.015
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发表时间：
2004-01-01
影响因子：
7.9
通讯作者：
Holt, CC
中科院分区：
文献类型：
--
作者：
Holt, CC
本文系统地推导了指数加权移动平均线的预测公式。研究了无趋势、加性趋势或乘性趋势序列的方法。类似地，该方法覆盖非季节性和具有加法或乘法误差结构的季节性序列。这篇论文是1957年提交给海军研究办公室（ONR 52）的报告的重印版，在这里发表是为了提供更大的可访问性。(C)2004年由Elsevier B.V.代表国际预报员协会出版。
The paper provides a systematic development of the forecasting expressions for exponential weighted moving averages. Methods for series with no trend, or additive or multiplicative trend are examined. Similarly, the methods cover non-seasonal, and seasonal series with additive or multiplicative error structures. The paper is a reprinted version of the 1957 report to the Office of Naval Research (ONR 52) and is being published here to provide greater accessibility. (C) 2004 Published by Elsevier B.V. on behalf of International Institute of Forecasters.