Physical Sciences and Mathematics Commons^™

Performing Holt-Winters Time Series Forecasting Using Neural Network Based Models, Kazeem Olanrewaju Bankole

Electronic Theses and Dissertations

We show how to create Artificial Neural Network based models for performing the well- known Holt-Winters time series analysis. Our work fares well compared to the well-known Holt-Winter time series prediction method while avoiding the burden of searching for the parameters of the model. We present the theoretical justification of the connection between the two models and experimental results showing the similarities of these models