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