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Метод Тета×Тройное экспоненциальное сглаживание Хольта-Винтерса×
ОбластьЭконометрикаЭконометрика
СемействоRegression modelRegression model
Год появления20001960
Автор методаAssimakopoulos & NikolopoulosCharles C. Holt and Peter R. Winters
ТипUnivariate time-series forecasting modelExponential smoothing forecasting model
Основополагающий источникAssimakopoulos, 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 ↗
Другие названияtheta model, theta forecasting, Theta Yöntemi — M3 Tahmin Yarışması Birincisitriple exponential smoothing, Winters' method, Holt-Winters seasonal method, Holt-Winters Üçlü Üstel Düzleştirme
Связанные44
СводкаThe 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.
ScholarGateНабор данных
  1. v1
  2. 2 Источники
  3. PUBLISHED
  1. v1
  2. 2 Источники
  3. PUBLISHED

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ScholarGateСравнение методов: Theta Method · Holt-Winters. Получено 2026-06-17 из https://scholargate.app/ru/compare