A spreadsheet modeling approach to the Holt-Winters optimal forecasting
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Peter R. Winters, 1960. "Forecasting Sales by Exponentially Weighted Moving Averages," Management Science, INFORMS, vol. 6(3), pages 324-342, April.
- Gene K. Groff, 1973. "Empirical Comparison of Models for Short Range Forecasting," Management Science, INFORMS, vol. 20(1), pages 22-31, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Dinis, Duarte & Barbosa-Póvoa, Ana & Teixeira, Ângelo Palos, 2022. "Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems," International Journal of Forecasting, Elsevier, vol. 38(1), pages 178-192.
- J D Bermúdez & J V Segura & E Vercher, 2006. "Improving demand forecasting accuracy using nonlinear programming software," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(1), pages 94-100, January.
- Bermudez, J.D. & Segura, J.V. & Vercher, E., 2006. "A decision support system methodology for forecasting of time series based on soft computing," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 177-191, November.
- Oscar Trull & Juan Carlos García-Díaz & Alicia Troncoso, 2020. "Initialization Methods for Multiple Seasonal Holt–Winters Forecasting Models," Mathematics, MDPI, vol. 8(2), pages 1-16, February.
- Cote, Murray J., 2005. "A note on "Bed allocation techniques based on census data"," Socio-Economic Planning Sciences, Elsevier, vol. 39(2), pages 183-192, June.
- J. D. Bermudez & J. V. Segura & E. Vercher, 2007. "Holt-Winters Forecasting: An Alternative Formulation Applied to UK Air Passenger Data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(9), pages 1075-1090.
- Gulseven Osman, 2014.
"Multidimensional Analysis of Monthly Stock Market Returns,"
Scientific Annals of Economics and Business, Sciendo, vol. 61(2), pages 181-196, December.
- Osman Gulseven, 2020. "Multidimensional Analysis of Monthly Stock Market Returns," Papers 2003.05750, arXiv.org.
- J. Bermúdez & J. Segura & E. Vercher, 2008. "SIOPRED: a prediction and optimisation integrated system for demand," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 258-271, December.
- Claudio Felisoni de Angelo & Ronaldo Zwicker & Nuno Manoel Martins Dias Fouto & Marcos Roberto Luppe, 2011. "Temporal series and neural networks: a comparative analysis of techniques in the Brazilian retail sales forecast," Brazilian Business Review, Fucape Business School, vol. 8(2), pages 01-21, April.
- J D Bermúdez & J V Segura & E Vercher, 2010. "Bayesian forecasting with the Holt–Winters model," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(1), pages 164-171, January.
- Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
- E. Vercher & A. Corberán-Vallet & J. Segura & J. Bermúdez, 2012. "Initial conditions estimation for improving forecast accuracy in exponential smoothing," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 517-533, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Petropoulos, Fotios & Makridakis, Spyros & Assimakopoulos, Vassilios & Nikolopoulos, Konstantinos, 2014. "‘Horses for Courses’ in demand forecasting," European Journal of Operational Research, Elsevier, vol. 237(1), pages 152-163.
- Ferbar Tratar, Liljana & Mojškerc, Blaž & Toman, Aleš, 2016. "Demand forecasting with four-parameter exponential smoothing," International Journal of Production Economics, Elsevier, vol. 181(PA), pages 162-173.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2015.
"Golden rule of forecasting: Be conservative,"
Journal of Business Research, Elsevier, vol. 68(8), pages 1717-1731.
- Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas, 2014. "Golden Rule of Forecasting: Be conservative," MPRA Paper 53579, University Library of Munich, Germany.
- Ramos, Francisco López & Batres, Rafael & De-la-Cruz-Márquez, Cynthia Griselle & Anzures, Melina López, 2023. "Optimization models for nopal crop planning with land usage expansion and government subsidy," Socio-Economic Planning Sciences, Elsevier, vol. 89(C).
- Baloglu, Ulas Baran & Demir, Yakup, 2018. "Lightweight privacy-preserving data aggregation scheme for smart grid metering infrastructure protection," International Journal of Critical Infrastructure Protection, Elsevier, vol. 22(C), pages 16-24.
- Meira, Erick & Cyrino Oliveira, Fernando Luiz & de Menezes, Lilian M., 2022. "Forecasting natural gas consumption using Bagging and modified regularization techniques," Energy Economics, Elsevier, vol. 106(C).
- Chen, Jiandong & Xu, Chong & Shahbaz, Muhammad & Song, Malin, 2021. "Interaction determinants and projections of China’s energy consumption: 1997–2030," Applied Energy, Elsevier, vol. 283(C).
- Daniela Pencheva, 2020. "Use of Factors Related to the Consumption of Fast Moving Consumer Goods in Business Intelligence System for Managing Orders to Suppliers in Retail Chain," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, vol. 9(2), pages 124-135, August.
- Azumah Karim & Ananda Omotukoh Kube & Bashiru Imoro Ibn Saeed, 2020. "Modeling of Monthly Meteorological Time Series," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-8.
- Anis Chariri & Indira Januarti, 2017. "Audit Committee Characteristics and Integrated Reporting:Empirical Study of Companies Listed on the Johannesburg Stock Exchange," European Research Studies Journal, European Research Studies Journal, vol. 0(4B), pages 305-318.
- Kusters, Ulrich & McCullough, B.D. & Bell, Michael, 2006. "Forecasting software: Past, present and future," International Journal of Forecasting, Elsevier, vol. 22(3), pages 599-615.
- Melina Dritsaki & Chaido Dritsaki, 2022. "Comparison of HP Filter and the Hamilton’s Regression," Mathematics, MDPI, vol. 10(8), pages 1-18, April.
- Luis Uzeda, 2022.
"State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models,"
Advances in Econometrics, in: Essays in Honour of Fabio Canova, volume 44, pages 25-53,
Emerald Group Publishing Limited.
- Luis Uzeda, 2016. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," ANU Working Papers in Economics and Econometrics 2016-632, Australian National University, College of Business and Economics, School of Economics.
- Luis Uzeda, 2018. "State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models," Staff Working Papers 18-14, Bank of Canada.
- Tashman, Leonard J. & Kruk, Joshua M., 1996. "The use of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions," International Journal of Forecasting, Elsevier, vol. 12(2), pages 235-253, June.
- Kosuke Kawakami & Hirokazu Kobayashi & Kazuhide Nakata, 2021. "Seasonal Inventory Management Model for Raw Materials in Steel Industry," Interfaces, INFORMS, vol. 51(4), pages 312-324, July.
- Tsao, Yu-Chung & Chen, Yu-Kai & Chiu, Shih-Hao & Lu, Jye-Chyi & Vu, Thuy-Linh, 2022. "An innovative demand forecasting approach for the server industry," Technovation, Elsevier, vol. 110(C).
- Sebastien Valeyre, 2022. "Optimal trend following portfolios," Papers 2201.06635, arXiv.org.
- Andrea Kolková & Petr Rozehnal, 2022. "Hybrid demand forecasting models: pre-pandemic and pandemic use studies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(3), pages 699-725, September.
- Isabella Damdinovna Elyakova & Aleksandr Andreyevich Khristoforov & Aleksandr Lvovich Elyakov & Larisa Ivanovna Danilova & Tamara Aleksandrovna Karataeva & Elena Vladimirovna Danilova, 2017. "Forecast Scenarios of World Prices for Natural Gas," European Research Studies Journal, European Research Studies Journal, vol. 0(4A), pages 284-297.
- Proietti, Tommaso, 2003. "Forecasting the US unemployment rate," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 451-476, March.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:131:y:2001:i:2:p:375-388. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.