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.
Source record
Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.
Error, Trend, Seasonal (ETS) Exponential Smoothing
Taxonomic method record · regression-model / econometrics
- 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
- Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. · URL
Curated claims
Claims persisted in the evidence ledger, each with its own assessment.
No curated claims yet
This view does not invent a claim assessment when the ledger has none.
Related methods
Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.