I am trying to code Holt-Winters Triple Exponential smoothing in VB.NET.
http://www.itl.nist.gov/div898/handb...on4/pmc435.htm
The part I am struggling with is "alpha, beta and gamma are constants that must be estimated in such a way that the MSE of the error is minimized. This is best left to a good software package."
Apart from doing brute force on alpha, beta and gamma, until I get as close as I possibly can, does anyone have any suggestions on how to find the best approximation?
Thank you !
http://www.itl.nist.gov/div898/handb...on4/pmc435.htm
The part I am struggling with is "alpha, beta and gamma are constants that must be estimated in such a way that the MSE of the error is minimized. This is best left to a good software package."
Apart from doing brute force on alpha, beta and gamma, until I get as close as I possibly can, does anyone have any suggestions on how to find the best approximation?
Thank you !