Implementation of fitting smoothing coefficients for exponential smoothing models (e.g. Holt-Winters) time-series forecasting.
11 ビュー (過去 30 日間)
古いコメントを表示
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 件のコメント
回答 (1 件)
Britt van Veggel
2018 年 1 月 4 日
I've been working with ARIMA models. They include seasonality.
https://nl.mathworks.com/help/econ/arima-class.html
0 件のコメント
参考
カテゴリ
Help Center および File Exchange で Curve Fitting Toolbox についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!