Holt-Winters模型与X-11模型在预测中的比较研究

Comparison of Holt-winters Modeles and X-11 Models in Prediction

以实际数据为例,对一时间序列分别建立Holt-Winters模型与X-11模型并进行预测。从而对这两种统计模型进行比较研究,得出对于既有趋势又有季节性的时间序列进行预测X-11模型优于Holt-Winters模型。

This paper establishes the so-called Holt-winters model and X-ll model for a time-series based upon the data, and predicts the future trend of it. By the study of comparing the two models it is obtained that the X-ll is better than the Holt-winters for this time-series.