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Exponential Smoothing on Modeling and Forecasting Multiple Seasonal Time Series: An Overview
Fluctuation and Noise Letters ( IF 1.8 ) Pub Date : 2021-02-04 , DOI: 10.1142/s0219477521300032
Winita Sulandari 1 , Paulo Canas Rodrigues 2
Affiliation  

This paper presents the development process of the exponential smoothing (ES) model, starts with the traditional ES model and then focuses to the multiple seasonal ES model. This paper describes and visualizes the existing multiple seasonal ES models for the purpose of finding guidance for further development. Though some progress and development have been made in this field, the best fit for many possible cases is still needed. Finally, the paper is concluded with comments regarding possible direction of future research.

中文翻译:

多季节时间序列建模和预测的指数平滑:概述

本文介绍了指数平滑 (ES) 模型的发展过程,从传统的 ES 模型开始,然后重点介绍了多季节 ES 模型。本文描述和可视化了现有的多个季节性 ES 模型,以便为进一步开发寻找指导。尽管在这一领域已经取得了一些进展和发展,但仍然需要最适合许多可能的情况。最后,本文总结了对未来研究可能方向的评论。
更新日期:2021-02-04
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