Forecasting seasonals and trends by exponentially weighted moving averages
International Journal of ForecastingPublished 1 January 2004
Charles C. Holt
Citations1,632
SJR quartileQ1
SJR score2.43
SNIP3.36
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Abstract
The paper provides a systematic development of the forecasting expressions for exponential weighted moving averages. Methods for series with no trend, or additive or multiplicative trend are examined. Similarly, the methods cover non-seasonal, and seasonal series with additive or multiplicative error structures. The paper is a reprinted version of the 1957 report to the Office of Naval Research (ONR 52) and is being published here to provide greater accessibility.
Keywords
Decision SciencesMathematics