Error Analysis for Winters' Additive Seasonal Forecasting System.

Abstract

A procedure for deriving the variance of the forecast error for Winters' Additive Seasonal Forecasting system is given. Both point and cumulative T-step ahead forecasts are dealt with. Closed form expressions are given in the cases when the model is (i) trend-free and (ii) non-seasonal. The effects of renormalization of the seasonal factors is also discussed. The fact that the error variance for this system can be infinite is discussed and the relationship of this property withe stability of the system indicated. Some recommendations are given about what to do in these circumstances. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1984
Accession Number
ADA141355

Entities

People

  • E. Mckenzie

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accuracy
  • Additives (Chemicals)
  • Algorithms
  • Approximation (Mathematics)
  • Construction
  • Covariance
  • Delphi Method
  • Difference Equations
  • Equations
  • Error Analysis
  • Errors
  • Intervals
  • Operations Research
  • Probability
  • Random Variables
  • Reliability
  • Schools

Readers

  • Atmospheric Science/Meteorology
  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.