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| Suavització simple i doble exponencial (SES / Holt)× | Model de Sèries Temporals Estructurals (Model Estructural Bàsic)× | |
|---|---|---|
| Camp | Econometria | Econometria |
| Família | Regression model | Regression model |
| Any d'origen≠ | 1957 | 1990 |
| Autor original≠ | Robert G. Brown (SES); Charles C. Holt (linear trend) | Andrew C. Harvey |
| Tipus≠ | Exponential smoothing forecasting model | State-space (unobserved components) time series model |
| Font seminal≠ | Brown, R. G. (1959). Statistical Forecasting for Inventory Control. McGraw-Hill. link ↗ | Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press. ISBN: 978-0521405737 |
| Àlies | SES, Holt's linear trend method, exponential smoothing forecasting, Basit ve Çift Üstel Düzleştirme (SES / Holt) | BSM, basic structural model, unobserved components model, Yapısal Zaman Serisi Modeli (BSM) |
| Relacionats≠ | 3 | 4 |
| Resum≠ | Exponential smoothing is a family of basic time-series forecasting models in which each new observation updates a smoothed estimate by a weighting parameter. Simple exponential smoothing (SES), introduced by Robert G. Brown in 1959, forecasts series with a stable level, while Holt's double exponential smoothing, introduced by Charles C. Holt in 1957, adds a trend term using the parameters alpha and beta. | The Structural Time Series Model, in its Basic Structural Model (BSM) form, is Andrew Harvey's state-space approach that decomposes a series into separate stochastic trend, seasonal, cyclical, and irregular components. Developed in Harvey's 1990 treatment, it is prized for interpretability and component decomposition where ARIMA only delivers a black-box fit. |
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