Initialization Methods for Multiple Seasonal Holt–Winters Forecasting Models

The Holt−Winters models are one of the most popular forecasting algorithms. As well-known, these models are recursive and thus, an initialization value is needed to feed the model, being that a proper initialization of the Holt−Winters models is crucial for obtaining a good accur...

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Bibliographic Details
Main Authors: Oscar Trull, Juan Carlos García-Díaz, Alicia Troncoso
Format: Article
Language:English
Published: MDPI AG 2020-02-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/2/268