เปรียบเทียบวิธี

	Holt-Winters Triple Exponential Smoothing	การปรับให้เรียบแบบเอ็กซ์โพเนนเชียลเชิงเดี่ยวและเชิงคู่ (SES / Holt)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1960	1957
ผู้ริเริ่ม	Charles C. Holt and Peter R. Winters	Robert G. Brown (SES); Charles C. Holt (linear trend)
ประเภท	Exponential smoothing forecasting model	Exponential smoothing forecasting model
แหล่งต้นตำรับ	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.
ชื่อเรียกอื่น	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)
ที่เกี่ยวข้อง	4	3
สรุป	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.