https://github.com/lucaderi/holtwinters

Holt-Winters Timeseries Forecast
https://github.com/lucaderi/holtwinters

holt-winters holt-winters-forecasting timeseries timeseries-forecasting

Last synced: 17 days ago
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Holt-Winters Timeseries Forecast

• Host: GitHub
• URL: https://github.com/lucaderi/holtwinters
• Owner: lucaderi
• Created: 2020-05-03T22:46:43.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2021-05-14T14:28:17.000Z (over 3 years ago)
• Last Synced: 2024-10-23T08:32:49.230Z (2 months ago)
• Topics: holt-winters, holt-winters-forecasting, timeseries, timeseries-forecasting
• Language: Python
• Size: 1.45 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Holt-Winters

This repository contains some code that implements the Holt-Winters forecasting algorithm.

The [nDPI toolkit](https://github.com/ntop/nDPI) contains an implementation of Holt-Winters with confidence intervals.

# References

- [Basic Time Series Forecasting](https://www.real-statistics.com/time-series-analysis/basic-time-series-forecasting/)

- [Gregory Trubetskoy, Holt-Winters Forecasting for Dummies](https://grisha.org/blog/2016/01/29/triple-exponential-smoothing-forecasting/)

- [Jake D. Brutlag, Aberrant Behavior Detection in Time Series for Network Monitoring](https://www.usenix.org/legacy/events/lisa00/full_papers/brutlag/brutlag.pdf)

- [Amy Ward, Peter Glynn, and Kathy Richardson, Internet service performance failure detection](https://user.iiasa.ac.at/~marek/stoctr/docs/ward98.pdf)

- [Holt-Winters Forecasting](https://github.com/KrishnanSG/holt-winters)

# Additional Implementations

- [C](https://github.com/pierre/holt-winters)

- [Python](https://medium.com/datadriveninvestor/how-to-build-exponential-smoothing-models-using-python-simple-exponential-smoothing-holt-and-da371189e1a1)

- [Java](https://github.com/nchandra/ExponentialSmoothing)

- [R](https://github.com/SurajGupta/r-source/blob/master/src/library/stats/R/HoltWinters.R)

- [Excel](https://www.real-statistics.com/free-download/real-statistics-examples-workbook/)