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Method evidence record

ETS Model

ETS is a comprehensive exponential smoothing framework that automatically selects additive or multiplicative combinations of the error (E), trend (T) and seasonal (S) components of a time series. Formalised as an innovations state space model by Hyndman, Koehler, Ord and Snyder in 2008, it unifies and generalises the Holt-Winters family of forecasting methods.

Evidence statusSources recorded, not reviewedBibliographic sources are present. Claim-level evidence review has not been performed.

Source record

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Error, Trend, Seasonal (ETS) Exponential Smoothing

Taxonomic method recordregression-modeleconometrics

  1. Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Springer. · DOI 10.1007/978-3-540-71918-2

  2. Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. · URL

Open full method2 recorded citations, copied from the method source record.

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Related methods

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