Normalization of seasonal factors in Winter's methods

International Journal of Forecasting

Volumn 19, Issue 1, 2003, Pages 143-148

  Archibald, Blyth C ^a   Koehler, Anna B ^b  

^a DALHOUSIE UNIVERSITY   (Canada)

^b MIAMI UNIVERSITY   (United States)

Author keywords

Exponential smoothing; Renormalization; Seasonal indexes; Winter's method

Indexed keywords

EID: 0037248076     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(01)00117-0     Document Type: Article

References (7)

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3. Makridakis, S., Anderson, A., & Carbone, R. et al. (1982). The accuracy of extrapolation (time series) methods: results of a forecasting competition. Journal of Forecasting, 3, 333-344.
4. McKenzie, E. (1976). A comparison of some standard seasonal forecasting systems. The Statistician, 23, 3-14.
5. McKenzie, E. (1986). Renormalization of seasonals in Winters' forecasting systems: is it necessary? Operations Research, 34, 174-176.
6. Ord, J. K., Koehler, A. B., & Snyder, R. E. (1997). Estimation and prediction for a class of dynamic nonlinear statistical models. Journal of the American Statistical Association, 92, 1621-1629.
7. Roberts, S. A. (1982). A general class of Holt-Winters type forecasting models. Management Science, 28, 808-820.