I am trying to develop a forecasting method that is equal to triple exponential smoothing. I cannot use
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", biasadj = TRUE) # Output Forecast method: STL + ETS(A,Ad,N) Model Information: ETS(A,Ad,N) 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.