THE APPLICATION OF SELECTED ADAPTATION MODELS IN FORECASTING THE MISSING DATA IN THE TIME SERIES WITH COMPLEX SEASONALITY FOR UNSYSTEMATIC GAPS Cover Image

ZASTOSOWANIE WYBRANYCH MODELI ADAPTACYJNYCH W PROGNOZOWANIU BRAKUJĄCYCH DANYCH W SZEREGACH ZE ZŁOŻONĄ SEZONOWOŚCIĄ DLA LUK NIESYSTEMATYCZNYCH
THE APPLICATION OF SELECTED ADAPTATION MODELS IN FORECASTING THE MISSING DATA IN THE TIME SERIES WITH COMPLEX SEASONALITY FOR UNSYSTEMATIC GAPS

Author(s): Maria Szmuksta-Zawadzka, Jan Zawadzki
Subject(s): Economy, Methodology and research technology, Policy, planning, forecast and speculation
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: complex seasonality; exponential smoothing; forecasting; gaps in data;

Summary/Abstract: The paper is devoted to the application of selected exponential smoothing models: Brown, Holt and Holt-Winters in prediction of variables with complex seasonality in the condition of lack of full information. Output forecasts will be built on the basis of time series cleansed from seasonality. Final forecasts, taking into account seasonal fluctuations, will be a sum of output forecasts and seasonal components or multiply of forecasts and the seasonal indicators. Theoretical considerations will be illustrated by an empirical example.

  • Issue Year: XV/2014
  • Issue No: 4
  • Page Range: 181-194
  • Page Count: 14
  • Language: Polish