Triple Exponential Smoothing

Triple Exponential Smoothing is a time series forecasting method that extends single and double exponential smoothing by incorporating a multiplicative or additive adjustment for seasonality, thereby enabling the modeling of data with both trend and seasonal components.

28

Publications

785

Citations

66

Authors

34

Institutions

Publications per year

2017–2026

20

Variants

Holt-winters Exponential SmoothingHolt-winters Method

Authors

66

  1. GX
    Gongming Xu

    University of California, Santa Cruz, United States

    2 publications · 124 citations

    2

    h-index

  2. MJ
    Minpeng Jin

    Wuhan National Laboratory for Optoelectronics, China

    2 publications · 124 citations

    2

    h-index

  3. KM
    Katleho Makatjane

    North-West University, South Africa

    2 publications · 32 citations

    2

    h-index

  4. DF
    Dan Feng

    Huazhong University of Science and Technology, China

    2 publications · 124 citations

    2

    h-index

  5. DD
    Darrell D. E. Long

    University of California, Santa Cruz, United States

    2 publications · 124 citations

    2

    h-index

1–5 of 66

Venues

  1. Journal of Physics Conference Series

    2 publications · 64 citations

    2

    h-index

  2. 1

    h-index

  3. 1

    h-index

  4. arXiv (Cornell University)

    Repository · 1 publications · 10 citations

    1

    h-index

  5. Quality & Quantity

    1 publications · 14 citations

    1

    h-index

1–5