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Keywords:
double exponential smoothing; exponential smoothing; Holt’s method; Holt-Winters method; irregular time intervals; missing observations; time series
double exponential smoothing; exponential smoothing; Holt’s method; Holt-Winters method; irregular time intervals; missing observations; time series
Summary:
Various types of exponential smoothing for data observed at irregular time intervals are surveyed. Double exponential smoothing and some modifications of Holt’s method for this type of data are suggested. A real data example compares double exponential smoothing and Wright’s modification of Holt’s method for data observed at irregular time intervals.
References:
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