Adaptive Holt—Winters Forecasting
本文分析了Trigg-Leach扩展在Holt-Winters方法中失败的原因，并开发了一种自适应版本，数值测试表明其可能优于非自适应方法。
The Holt-Winters method has been found to be a simple, robust and accurate method of forecasting seasonal series, but Trigg-and-Leach extensions have not proved successful. This note shows the reasons for this, and develops a Holt-Winters method which is adaptive in the Trigg-and-Leach sense. Numerical tests suggest that it may be superior to non-adaptive Holt-Winters.