Bayesian forecasting with the Holt–Winters model

By José D. Bermúdez, José Vicente Segura, Enriqueta Vercher. 2010

32 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Ruud H. Teunter
2. Dennis Prak

In Statistics and Probability

1. Ruud H. Teunter
2. Dennis Prak

Citations in the corpus

• A general method for addressing forecasting uncertainty in inventory models (2019, background): “Bermúdez, Segura, and Vercher (2010) discuss the fact that the prediction intervals generated by maximum likelihood in the Holt-Winters model are too narrow, and show that a Bayesian approach performs better.”