Methoden vergelijken

	Eenvoudige en dubbele exponentiële afvlakking (SES / Holt)	Holt-Winters Drievoudige Exponentiële Afvlakking	State Space Model (Kalman Filter)
Vakgebied	Econometrie	Econometrie	Econometrie
Familie	Regression model	Regression model	Regression model
Jaar van ontstaan	1957	1960	1990
Grondlegger	Robert G. Brown (SES); Charles C. Holt (linear trend)	Charles C. Holt and Peter R. Winters	Harvey; Durbin & Koopman (state space treatment); Kalman filter
Type	Exponential smoothing forecasting model	Exponential smoothing forecasting model	State space time series model
Oorspronkelijke bron	Brown, R. G. (1959). Statistical Forecasting for Inventory Control. McGraw-Hill.	Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342.	Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press.
Aliassen	SES, Holt's linear trend method, exponential smoothing forecasting, Basit ve Çift Üstel Düzleştirme (SES / Holt)	triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme	state space, Kalman filter, unobserved components model, Durum Uzayı Modeli (State Space / Kalman Filter)
Verwant	3	4	4
Samenvatting	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.	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.	A state space model is a general time series framework that describes a series through unobserved (latent) state variables linked by a measurement equation and a transition equation, with the states estimated in real time by the Kalman filter. Developed in the state space tradition of Harvey (1990) and Durbin & Koopman (2012), it nests ARIMA and exponential smoothing as special cases.