Category Archives: holt winters

Holt Winters exponential smoothing

Holt Winters
It is different form the smooth smoothing techniques since it applies exponentially decreasing weights over time.

It may not be useful at the data exploratory level in my case since I am interested in a moving average that applies equal weights to all periods. However, when it comes to modelling and forecasting based on past data, it might be useful to apply reduced weights for past data.

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