Don't underestimate how far you can get with simple Holt-Winters exponential smo...

evgen on Jan 7, 2015 | parent | context | favorite | on: Practical and robust anomaly detection in time ser...

Don't underestimate how far you can get with simple Holt-Winters exponential smoothing to generate a forecast and then note deviations from same. With the Taylor (Taylor 2010) mods to same you can get up to three different types of seasons.