Jämför metoder

	Holt-Winters tredubbla exponentiella utjämning	Enkel och dubbel exponentiell utjämning (SES / Holt)
Ämnesområde	Ekonometri	Ekonometri
Familj	Regression model	Regression model
Ursprungsår	1960	1957
Upphovsperson	Charles C. Holt and Peter R. Winters	Robert G. Brown (SES); Charles C. Holt (linear trend)
Typ	Exponential smoothing forecasting model	Exponential smoothing forecasting model
Ursprungskälla	Winters, P. R. (1960). Forecasting Sales by Exponentially Weighted Moving Averages. Management Science, 6(3), 324-342.	Brown, R. G. (1959). Statistical Forecasting for Inventory Control. McGraw-Hill.
Alias	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)
Närliggande	4	3
Sammanfattning	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.