Holt-Winters

Holt-Winters with multiplicative seasonality, the smoothing parameters chosen by the squared error of the one-step forecasts. The series must be positive and cover three cycles.

Usage

model_holt_winters()

Value

A model specification, to use with fit_model(), forecast_model() or backtest().

See also

Other models: model_arima(), model_auto_arima(), model_box_cox(), model_croston(), model_decomposed(), model_ensemble(), model_ets(), model_log_linear(), model_mean(), model_prophet(), model_tbats(), model_theta()

Examples

fit_model(model_holt_winters(), AirPassengers)$params
#>        alpha         beta        gamma          phi sse_relative 
#>    0.3000000    0.0200000    0.8000000    1.0000000    0.2195894