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Dergiler / Turkish Journal of Forecasting / 2025 / Volume: 9 Issue: 2

Modified Holt’s Linear Trend Method Based on Particle Swarm Optimization

Saime Şule Aksakal(Giresun Üniversitesi)0000-0002-1810-1040
Erol Eğrioğlu(GIRESUN UNIVERSITY)0000-0003-4301-4149
Sayfa
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Yayın Tarihi
2025-09-30
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Strong and weak sides of the modified Holt method are investigated by using real-world data sets and simulated data sets.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:Exponential smoothing methods have been commonly used for time series forecasting.
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Temel Bulgular & Veri:Holt’s linear trend exponential smoothing is a well-known exponential smoothing method and it can give successful forecasting results for time series which have trend component.
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Sonuç & Katkı:Strong and weak sides of the modified Holt method are investigated by using real-world data sets and simulated data sets.
🔬Tür:Modelleme & Sayısal Simülasyon
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Forecasting · Exponential Smoothing · Holt’s Linear Trend Method

Abstract

Exponential smoothing methods have been commonly used for time series forecasting. Holt’s linear trend exponential smoothing is a well-known exponential smoothing method and it can give successful forecasting results for time series which have trend component. In this study, a new modified Holt method is introduced. In modified Holt method, update formulas have second order lagged terms apart from classical Holt method. Moreover, initial values for trend and level and smoothing parameters are estimated by using particle swarm optimization. Strong and weak sides of the modified Holt method are investigated by using real-world data sets and simulated data sets.

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Bu Makaleye Atıf Yap

Aksakal, S. Ş., Eğrioğlu, E. (2025). Modified Holt’s Linear Trend Method Based on Particle Swarm Optimization. Turkish Journal of Forecasting, Volume: 9 Issue: 2. https://doi.org/10.34110/forecasting.1792276

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Kaynakça (12)

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