Holt-Winters Method with Missing Observations

DOI10.1287/MNSC.41.1.174MaRDI QIDQ4838082zbMATH OpenOpenAlexFDO

Authors Tomáš Cipra, José Trujillo, A. M. Rubio

Publication date 4 July 1995

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.41.1.174

zbMATH Keywords

Holt-Winters methodseasonalitytime series with missing observations

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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• Forecasting time series with missing data using Holt's model
• Kalman filter with outliers and missing observations
• Seasonal time series with missing observations
• Holt-Winters method with general seasonality
• Exponential smoothing for time series with outliers
• Exponential smoothing for irregular time series
• A wavelet-based time-varying autoregressive model for non-stationary and irregular time series
• Seasonal time-series imputation of gap missing algorithm (STIGMA)
• Holt-winters method for run-off triangles in claims reserving
• Observation-driven exponential smoothing
• Exponential smoothing for irregular data.

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