השוואת שיטות

	החלקה משולשת מעריכית בשיטת הולט-וינטרס	החלקה אקספוננציאלית פשוטה וכפולה (SES / Holt)
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1960	1957
הוגה השיטה	Charles C. Holt and Peter R. Winters	Robert G. Brown (SES); Charles C. Holt (linear trend)
סוג	Exponential smoothing forecasting model	Exponential smoothing forecasting model
מקור מכונן	Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342.	Brown, R. G. (1959). Statistical Forecasting for Inventory Control. McGraw-Hill.
כינויים	triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme	SES, Holt's linear trend method, exponential smoothing forecasting, Basit ve Çift Üstel Düzleştirme (SES / Holt)
קשורות	4	3
תקציר	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.	Exponential smoothing is a family of basic time-series forecasting models in which each new observation updates a smoothed estimate by a weighting parameter. Simple exponential smoothing (SES), introduced by Robert G. Brown in 1959, forecasts series with a stable level, while Holt's double exponential smoothing, introduced by Charles C. Holt in 1957, adds a trend term using the parameters alpha and beta.