- both the additive and multiplicative models are now implemented
- values of (alpha, beta, gamma) can either be user-selected or optimally calculated via BFGS optimization using one-step-ahead-prediction MSD as the loss function
- prediction intervals in addition to point estimates may be implemented in the future
etlundquist/holtwint
Additive and Multiplicative Holt-Winters Time Series Forecasting Algorithms
Python