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ETS Model/Evidence
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.

Sources recorded, not reviewed

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
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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.

Same method familyARIMAmachine-suggested · Relational suggestion, not evidence.Same method familyExponential Smoothingmachine-suggested · Relational suggestion, not evidence.Same method familyHolt-Wintersmachine-suggested · Relational suggestion, not evidence.Same method familyState Space Modelmachine-suggested · Relational suggestion, not evidence.Same method familyStructural Time Series Modelmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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