Holt-Winter Model

[eoteroe]

Hello, Any thoughts about adding Holt-Winters model?

[guilhermebodin]

Hi @eoteroe, in practice, Holt-Winter and ETS are very similar, the differences are mostly based on how to estimate the parameters. All linear ETS models are implemented in the ExponentialSmoothing model https://lampspuc.github.io/StateSpaceModels.jl/latest/manual/#StateSpaceModels.ExponentialSmoothing

The link below provides better explanation.
https://robjhyndman.com/hyndsight/estimation2/index.html#:~:text=HoltWinters()%20is%20using%20heuristic,for%20the%20linear%20additive%20models).

For the moment there are no plans on adding Holt Winters.