试用软件

Implementation of fitting smoothing coefficients for exponential smoothing models (e.g. Holt-Winters) time-series forecasting.

11 次查看（过去 30 天）

显示更早的评论

Jonas 2016-5-13

1
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/284036-implementation-of-fitting-smoothing-coefficients-for-exponential-smoothing-models-e-g-holt-winters

回答： Britt van Veggel 2018-1-4

Hello. Does anybody knows, is there any implementation in MATLAB (e.g. Econometric toolbox) of algorithms for fitting the coefficients of the exponential smoothing models of (e.g., alpha, beta, gamma, phi for the model Holt-Winters with trend and seasonality) in time-series forecasting.

Or some implementation of models like in forecast package in R (e.g. HoltWinters() or ETS())?

Thanks.

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

回答（1 个）

Britt van Veggel 2018-1-4

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/284036-implementation-of-fitting-smoothing-coefficients-for-exponential-smoothing-models-e-g-holt-winters#answer_298664

I've been working with ARIMA models. They include seasonality.

https://nl.mathworks.com/help/econ/arima-class.html

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

类别

AI, Data Science, and Statistics Curve Fitting Toolbox

在 Help Center 和 File Exchange 中查找有关 Curve Fitting Toolbox 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Translated by

试用软件