Package com.imsl.test.example.stat

Class HoltWintersExponentialSmoothingEx1

java.lang.Object

com.imsl.test.example.stat.HoltWintersExponentialSmoothingEx1

public class HoltWintersExponentialSmoothingEx1
extends Object

Applies Holt-Winter's exponential smoothing to a series.

A series of 12 seasonal data values are analyzed using the Multiplicative and the Additive Holt-Winters method. The season size is nseason = 4. The objective is to predict one season ahead, nforecasts = 4 using each method. The forecasts and prediction interval lower and upper bounds are returned. The mean sum of squares of the one-step ahead forecast errors is shown to be smallest using the Multiplicative model.

See Also:

• Code
• Output

Constructor Summary

Constructors

Constructor	Description
HoltWintersExponentialSmoothingEx1()

Method Summary

Modifier and Type	Method	Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

HoltWintersExponentialSmoothingEx1

public HoltWintersExponentialSmoothingEx1()

Method Details

main

public static void main(String[] args)