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| Metoda Theta× | Potrójne wygładzanie wykładnicze Holta-Wintersa× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 2000 | 1960 |
| Twórca≠ | Assimakopoulos & Nikolopoulos | Charles C. Holt and Peter R. Winters |
| Typ≠ | Univariate time-series forecasting model | Exponential smoothing forecasting model |
| Źródło pierwotne≠ | Assimakopoulos, V. & Nikolopoulos, K. (2000). The Theta Model: A Decomposition Approach to Forecasting. International Journal of Forecasting, 16(4), 521-530. DOI ↗ | Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342. DOI ↗ |
| Inne nazwy≠ | theta model, theta forecasting, Theta Yöntemi — M3 Tahmin Yarışması Birincisi | triple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme |
| Pokrewne | 4 | 4 |
| Podsumowanie≠ | The Theta Method is a univariate time-series forecasting model introduced by Assimakopoulos and Nikolopoulos in 2000. It decomposes a series into two theta lines that capture its long-run trend and its short-run dynamics, forecasts each line separately, and combines them by a weighted average. Its simplicity and accuracy made it the winner of the M3 forecasting competition. | 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. |
| ScholarGateZbiór danych ↗ |
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