holt winters algorithm

From:http://www.cnblogs.com/kemaswill/archive/2013/04/01/2993583.htmlIn the time series, we need to predict the following trend based on the current data of the time series, and the three exponential smoothing (Triple/three Order exponential smoothing,holt-winters) algorithm can predict the time series well.Time series data generally have the following characteri

In a time series, we need to predict its future trend based on the existing data of the time series. The Three exponent Smoothing (Triple/Three Order Exponential Smoothing, Holt-Winters) the algorithm can well predict the time series. Time series data generally has the following characteristics: 1. Trend (Trend) 2. Seasonal (Seasonality ). The trend describes the

In fact, above this is holt-winters no seasonal trend model,the above s (t) corresponds to the following a (t)-intercept (smoothed value)B (t) still corresponds to B (t)--trend,t corresponds to K. Alpha corresponds to AlphaGamma corresponds to Beta towersince (t)-hat is a function of alpha and gamma , TSS is a function of alpha and gamma. to make it easy to understand and manipulate, we use Excel to solve i

Holt-winters model principle Analysis and code implementation (Python) from:78051192 introductionRecently, the laboratory teacher let me to predict the scenic area of the delivery of vehicles, so, the spirit of "wholeheartedly output the labor of the prime" this beginner's mind, I went to look for information on the fart, and then found the Holt-

not a conclusion ah, anyway, I am not engaged in communication, do not know which books have, generally we are using eviews direct calculation, so no one cares about,the problem with the initial value. This English document is very detailed, but his initial value determination method and above still have the difference. Other secondary information:(gives a calculation of how to use R)This English document gives the algorithm in Excel, but I don't see

(TREND))Coefficients:(Intercept) Time (trend)-41832.05 21.63The effective method of time series prediction is the Holt-winters method smoothing prediction, which has three parameters to Control: Alpha,beta and gamma, respectively, corresponding to the horizontal at the current time point, the slope of the trend part and the seasonal part. The values of the parameters Alpha,beta and gamma are between 0 and