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Exponential and Holt-Winters Smoothing

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References and Further Reading

  • Bowerman B, O’Connell R, Koehler A (2005) Forecasting, time series, and regression, Thomson Books Cole, Belmont, CA

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  • Gardner ES (2008) Exponential smoothing: the state of the art. Int J Forecast 22:637–666

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  • Gelper S, Fried R, Croux C (2010) Robust forecasting with exponential and holt-winters smoothing. J Forecast 29(3):285–300

    MATH  MathSciNet  Google Scholar 

  • Hyndman RJ, Khandakar Y (2008) Automatic time series forecasting: the forecast package for R. J Stat Softw 27:1–22

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  • Hyndman RJ, Koehler AB, Ord JK, Snyder RD (2008) Forecasting with exponential smoothing: the state space approach. Springer-Verlag, Berlin

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  • Hyndman RJ, Koehler AB, Snyder RD, Grose S (2002) A state-space framework for automatic forecasting using exponential smoothing methods. Int J Forecast 18:439–454

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  • Makridakis S, Wheelwright S, Hyndman R (1998) Forecasting, methods and applications, 3rd edn. Wiley, Hoboken, NJ

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  • Ord JK, Koehler AB, Snyder RD (1997) Estimation and prediction for a class of dynamic nonlinear statistical models. J Am Stat Assoc 92:1621–1629

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© 2011 Springer-Verlag Berlin Heidelberg

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Fried, R., George, A.C. (2011). Exponential and Holt-Winters Smoothing. In: Lovric, M. (eds) International Encyclopedia of Statistical Science. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04898-2_244

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