HOLT-WINTERS METHOD WITH MISSING OBSERVATIONS

Authors
CIPRA T TRUJILLO J RUBIO A
Citation
T. Cipra et al., HOLT-WINTERS METHOD WITH MISSING OBSERVATIONS, Management science, 41(1), 1995, pp. 174-178
Citations number
3
Categorie Soggetti
Management,"Operatione Research & Management Science
Journal title
Management science → ACNP
ISSN journal
00251909
Volume
41
Issue
1
Year of publication
1995
Pages
174 - 178
Database
ISI
SICI code
0025-1909(1995)41:1<174:HMWMO>2.0.ZU;2-Q
Abstract
The paper presents a simple procedure for interpolating, smoothing, an d predicting in seasonal time series with missing observations. The ap proach suggested by Wright (1986) for the Holt's method with nonseason al data published at irregular time intervals is extended to the Holt- Winters method in the seasonal case. Numerical examples demonstrate th e procedure.