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Prophet×홀트-윈터스 삼중 지수 평활법×
분야계량경제학계량경제학
계열Regression modelRegression model
기원 연도20181960
창시자Taylor & Letham (Facebook/Meta)Charles C. Holt and Peter R. Winters
유형Decomposable (structural) time series modelExponential smoothing forecasting model
원전Taylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45. DOI ↗Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗
별칭Prophet, Facebook Prophet, Meta Prophet, forecasting at scaletriple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme
관련54
요약Prophet is a Bayesian structural time series model introduced by Taylor and Letham at Facebook/Meta in 2018. It forecasts a continuous series by decomposing it into separate, interpretable trend, seasonality, and holiday components, and is designed to be approachable for analysts working at scale.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.
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