Note—Seasonal Exponential Smoothing with Damped Trends
将趋势阻尼策略应用于Winters指数平滑系统，推导了乘性和加性季节模式的高效模型，并给出稳定性检验算法。实证表明趋势阻尼能提升季节性数据的预测精度，尤其对长期预测。
In this paper we apply the strategy of trend-damping to the popular Winters exponential smoothing systems for seasonal time series. Efficient model formulations are derived for both multiplicative and additive seasonal patterns. An algorithm is given to test the stability of the models in cases where predetermined smoothing parameters are used. Empirical results are presented to show that trend-damping improves ex ante forecast accuracy in seasonal data, especially at long leadtimes.