Triple Exponential Smoothing with a high frequency

Hello everyone,

I am trying to develop a forecasting method that is equal to triple exponential smoothing. I cannot use `ets()` and `hw()` because my frequency is pretty high with 52 (weekly basis). Therefore I currently use `stlf()`. However, I am not quite able to figure out how this is mathematically composed in order to interpret it sensibly.

``````tes <- stlf(train,
s.window="periodic",
method = "ets",
lambda = "auto",

# Output
Forecast method: STL +  ETS(A,Ad,N)

Model Information:

Call:
ets(y = na.interp(x), model = etsmodel, allow.multiplicative.trend = allow.multiplicative.trend)

Smoothing parameters:
alpha = 0.0137
beta  = 0.0137
phi   = 0.9296

Initial states:
l = 2416295.7805
b = -1190.9562

sigma:  1904907
``````

Is there a possibility to use the triple exponential smoothing according to Holt-Winter's to simply get the three factors (alpha, beta, gamma) and to simplify the comparison to the single and double exponential smoothing?

Thanks a lot for your help.

Luke

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