Holt-Winters Method with Missing Observations
提出一种简单方法，用于处理含缺失观测的季节性时间序列的插值、平滑和预测，将Wright针对非季节性不规则间隔数据的Holt方法扩展到季节性Holt-Winters方法，并用数值例子演示。
The paper presents a simple procedure for interpolating, smoothing, and predicting in seasonal time series with missing observations. The approach suggested by Wright (Wright, D. J. 1986. Forecasting data published at irregular time intervals using extension of Holt's method. Management Sci. 32 499–510.) for the Holt's method with nonseasonal data published at irregular time intervals is extended to the Holt-Winters method in the seasonal case. Numerical examples demonstrate the procedure.