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Showing 1 to 1 of 1 for “"M3 Competition"”.
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Optimizing smoothing parameters for the triple exponential forecasting model
… on forecasting the monthly time series from the M3-Competition across a range of horizons gave us promising results. We show that this method proves to be better than the standard Holt-Winters procedure for the entire forecasting horizon in five out the six categories of data considered . We also …