HOLT-WINTERS FORECASTING

Nadeem
Nadeem
Jun 18 · 6 min read

A time series forecasting series.

Holt-Winters forecasting is a way to model and predict the behavior of a sequence of values over time — a time series. Holt-Winters is one of the most popular forecasting techniques for time series.

It’s decades old, but it’s still ubiquitous in many applications, including monitoring, where it’s used for purposes such as anomaly detection and capacity planning.