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| Holt-Winters Dreifache Exponentielle Glättung× | Prophet – Dekomponierbare Zeitreihenprognose× | |
|---|---|---|
| Fachgebiet | Ökonometrie | Ökonometrie |
| Familie | Regression model | Regression model |
| Entstehungsjahr≠ | 1960 | 2018 |
| Urheber≠ | Charles C. Holt and Peter R. Winters | Taylor & Letham (Facebook/Meta) |
| Typ≠ | Exponential smoothing forecasting model | Decomposable (structural) time series model |
| Wegweisende Quelle≠ | Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗ | Taylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45. DOI ↗ |
| Aliasnamen≠ | triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme | Prophet, Facebook Prophet, Meta Prophet, forecasting at scale |
| Verwandt≠ | 4 | 5 |
| Zusammenfassung≠ | Holt-Winters triple exponential smoothing is a forecasting model that extends Holt's double smoothing by adding a seasonal component, introduced by Peter Winters in 1960 building on Charles Holt's work. It tracks three evolving quantities — level, trend, and season — and combines them to forecast a continuous time series. | Prophet is a Bayesian structural time series model introduced by Taylor and Letham at Facebook/Meta in 2018. It forecasts a continuous series by decomposing it into separate, interpretable trend, seasonality, and holiday components, and is designed to be approachable for analysts working at scale. |
| ScholarGateDatensatz ↗ |
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