FORECAST.ETS applies an exponential triple smoothing (ETS) algorithm to create forecasts that can include trend and seasonal ...

In the STEPAR method, PROC FORECAST first fits a time trend model to the series and takes the difference between each value and the estimated trend. (This process is called detrending.) Then, the ...

Abstract: Data forecasting methods are essential in the business world to determine the company’s future steps. However, the COVID-19 pandemic has hit the tourism economy hard, resulting in a slump in ...

The well-established forecasting methods of exponential smoothing rely on the “optimal” estimation of parameters if they are to perform well. A grid search procedure to minimise the MSE is often used ...

Holt-Winters is a model of time series behavior. Forecasting always requires a model, and Holt-Winters is a way to model three aspects of the time series: a typical value (average), a slope (trend) ...

1 Faculty of Electronics and Computer Technology and Engineering, Universiti Teknikal Malaysia Melaka, Melaka, Malaysia. 2 Petroliam Nasional Berhad (PETRONAS), Kuala Lumpur, Malaysia. Forecasting ...

Abstract: Financial market prediction has shown considerable potential in the past few years from the combination of contemporary Deep Learning (DL) techniques and traditional time series forecasting ...

Efficient supply chain management relies on accurate demand forecasting. Typically, forecasts are required at frequent intervals for many items. Forecasting methods suitable for this application are ...