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parmis
Fluorite | Level 6

Hello SAS users,

Can anyone  explain the difference between Winters and Multseasonal forecasting method?

They both look the same to me.

 

Thank you!

1 REPLY 1
dw_sas
SAS Employee

Hi @parmis ,

 

I assume your question is related to PROC ESM.  (If my assumption is not correct, then please clarify the SAS procedure or product you are running.)

 

The Winters and Multseasonal models can both be used to fit multiplicative seasonal models, however, Winters method includes 3 smoothing parameters (level, trend, seasonal), whereas the Multseasonal model includes only 2 smoothing parameters (level, seasonal).  For details on these smoothing models, please see the "Equations for the Smoothing Models" section of the Time Series Forecasting System documentation link below:

 

https://go.documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_tffordet_sect021.htm&docsetVersi...

 

I hope this helps!

DW

 

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