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| Holt-Winters三重指数平滑法× | 単純指数平滑法(SES)およびホルト法(Double Exponential Smoothing)× | |
|---|---|---|
| 分野 | 計量経済学 | 計量経済学 |
| 系統 | Regression model | Regression model |
| 提唱年≠ | 1960 | 1957 |
| 提唱者≠ | Charles C. Holt and Peter R. Winters | Robert G. Brown (SES); Charles C. Holt (linear trend) |
| 種類 | Exponential smoothing forecasting model | Exponential smoothing forecasting model |
| 原典≠ | Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗ | Brown, R. G. (1959). Statistical Forecasting for Inventory Control. McGraw-Hill. link ↗ |
| 別名 | 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) |
| 関連≠ | 4 | 3 |
| 概要≠ | 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. |
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