Bermudez, J. D.; Segura, J. V.; Vercher, E. - In: Journal of Applied Statistics 34 (2007) 9, pp. 1075-1090
This paper provides a formulation for the additive Holt-Winters forecasting procedure that simplifies both obtaining maximum likelihood estimates of all unknowns, smoothing parameters and initial conditions, and the computation of point forecasts and reliable predictive intervals. The stochastic...