Implementation of fitting smoothing coefficients for exponential smoothing models (e.g. Holt-Winters) time-series forecasting.
11 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
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 Kommentare
Antworten (1)
Britt van Veggel
am 4 Jan. 2018
I've been working with ARIMA models. They include seasonality.
https://nl.mathworks.com/help/econ/arima-class.html
0 Kommentare
Siehe auch
Kategorien
Mehr zu Curve Fitting Toolbox finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!