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Prediction intervals for multiplicative Holt-Winters

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  • Chatfield, Chris
  • Yar, Mohammed

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  • Chatfield, Chris & Yar, Mohammed, 1991. "Prediction intervals for multiplicative Holt-Winters," International Journal of Forecasting, Elsevier, vol. 7(1), pages 31-37, May.
    • Handle: RePEc:eee:intfor:v:7:y:1991:i:1:p:31-37
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    Cited by:

    1. Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901.
    2. Koehler, Anne B. & Snyder, Ralph D. & Ord, J. Keith, 2001. "Forecasting models and prediction intervals for the multiplicative Holt-Winters method," International Journal of Forecasting, Elsevier, vol. 17(2), pages 269-286.
    3. Hyndman, R.J. & Koehler, A.B. & Ord, J.K. & Snyder, R.D., 2001. "Prediction Intervals for Exponential Smoothing State Space Models," Monash Econometrics and Business Statistics Working Papers 11/01, Monash University, Department of Econometrics and Business Statistics.
    4. Hyndman, Rob J. & Khandakar, Yeasmin, 2008. "Automatic Time Series Forecasting: The forecast Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i03).
    5. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    6. Lotze, Thomas H. & Shmueli, Galit, 2009. "How does improved forecasting benefit detection? An application to biosurveillance," International Journal of Forecasting, Elsevier, vol. 25(3), pages 467-483, July.
    7. J. Bermúdez & J. Segura & E. Vercher, 2008. "SIOPRED: a prediction and optimisation integrated system for demand," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 258-271, December.
    8. Victor Guerrero & Edmundo Berumen, 1998. "Forecasting electricity consumption with extra-model information provided by consumers," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(2), pages 283-299.
    9. repec:jss:jstsof:27:i03 is not listed on IDEAS
    10. Gardner, Everette Jr., 2006. "Exponential smoothing: The state of the art--Part II," International Journal of Forecasting, Elsevier, vol. 22(4), pages 637-666.
    11. Bianchi, Lisa & Jarrett, Jeffrey & Choudary Hanumara, R., 1998. "Improving forecasting for telemarketing centers by ARIMA modeling with intervention," International Journal of Forecasting, Elsevier, vol. 14(4), pages 497-504, December.
    12. Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
    13. Anne B. Koehler & Rob J. Hyndman & Ralph D. Snyder & J. Keith Ord, 2005. "Prediction intervals for exponential smoothing using two new classes of state space models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(1), pages 17-37.
    14. Rachidi, Ntebatše R. & Nwaila, Glen T. & Zhang, Steven E. & Bourdeau, Julie E. & Ghorbani, Yousef, 2021. "Assessing cobalt supply sustainability through production forecasting and implications for green energy policies," Resources Policy, Elsevier, vol. 74(C).
    15. Weller, Barry R., 1995. "Software review," International Journal of Forecasting, Elsevier, vol. 11(1), pages 175-187, March.
    16. Hyndman, Rob J. & Koehler, Anne B. & Snyder, Ralph D. & Grose, Simone, 2002. "A state space framework for automatic forecasting using exponential smoothing methods," International Journal of Forecasting, Elsevier, vol. 18(3), pages 439-454.
    17. Bermudez, J.D. & Segura, J.V. & Vercher, E., 2006. "A decision support system methodology for forecasting of time series based on soft computing," Computational Statistics & Data Analysis, Elsevier, vol. 51(1), pages 177-191, November.
    18. James W. Taylor & Derek W. Bunn, 1999. "A Quantile Regression Approach to Generating Prediction Intervals," Management Science, INFORMS, vol. 45(2), pages 225-237, February.
    19. Cote, Murray J., 2005. "A note on "Bed allocation techniques based on census data"," Socio-Economic Planning Sciences, Elsevier, vol. 39(2), pages 183-192, June.
    20. Mick Silver, 2006. "Core Inflation Measures and Statistical Issues in Choosing Among Them," IMF Working Papers 2006/097, International Monetary Fund.
    21. Chen, Chunhang, 1997. "Robustness properties of some forecasting methods for seasonal time series: A Monte Carlo study," International Journal of Forecasting, Elsevier, vol. 13(2), pages 269-280, June.
    22. J D Bermúdez & J V Segura & E Vercher, 2010. "Bayesian forecasting with the Holt–Winters model," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(1), pages 164-171, January.
    23. Katharina Hampel & Marcus Kunz & Norbert Schanne & Ruediger Wapler & Antje Weyh, 2006. "Regional Unemployment Forecasting Using Structural Component Models With Spatial Autocorrelation," ERSA conference papers ersa06p196, European Regional Science Association.

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