Accession Number:

ADA141355

Title:

Error Analysis for Winters' Additive Seasonal Forecasting System.

Descriptive Note:

Technical rept.,

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s):

Report Date:

1984-02-01

Pagination or Media Count:

23.0

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE