Holt-Winters Method with Missing Observations

DOI10.1287/MNSC.41.1.174zbMath0829.90034OpenAlexW2068983779MaRDI QIDQ4838082

A. M. Rubio, Tomáš Cipra, José Trujillo

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

seasonalityHolt-Winters methodtime series with missing observations

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (9)

Unnamed Item ⋮ Seasonal time series with missing observations ⋮ Kalman filter with outliers and missing observations ⋮ Unnamed Item ⋮ Holt-winters method for run-off triangles in claims reserving ⋮ A wavelet-based time-varying autoregressive model for non-stationary and irregular time series ⋮ Exponential smoothing for irregular data. ⋮ Unnamed Item ⋮ Forecasting time series with missing data using Holt's model

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