Comparer des méthodes

	Lissage exponentiel triple de Holt-Winters	SARIMAX
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1960	2015
Auteur d'origine	Charles C. Holt and Peter R. Winters	Box & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors
Type	Exponential smoothing forecasting model	Seasonal time-series regression model
Source fondatrice	Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342.	Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts.
Alias	triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme	seasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA
Apparentées	4	4
Résumé	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.	SARIMAX extends the seasonal ARIMA (Box-Jenkins) model by adding exogenous explanatory variables, so it can capture the effect of holidays, economic indicators, or policy variables on a time series. It combines non-seasonal and seasonal autoregressive and moving-average dynamics with external regressors, and is estimated by maximum likelihood in state-space form.