Tag: forecasting

The Holt-Winters method — also known as triple exponential smoothing — is an incredibly popular and relatively simple method for time series forecasting. This article will be a somewhat thorough introduction into the math and theory of the Holt-Winters method, complete with a Python...

Time series forecasting is a difficult problem with no easy answer. There are countless statistical models that claim to outperform each other, yet it is never clear which model is best. That being said, ARMA-based models are often a good model to start with. They can achieve decent scores on mos...

Physicists define climate as a “complex system”. While there are a lot of interpretations about it, in this specific case we can consider “complex” to be “unsolvable in analytical ways”. This may seems discouraging, but it actually pave...