Metode pemulusan eksponensial Holt-Winter

Abstract

This paper deals with Holt- Winter's Exponential Smoohting model which includes how to seek parameter alfa , beta and gamma combination that optimize model accuracy measurement. Based on our literature study on three references, there are three different models which differ each other on the determination of the initial value. Models are applied on test data [Hanke, 1998: p. 126] and US-Rupiah foreign exchange data. Their accuracies are compared by [Sukmana, 2005] using the same data set but with XII-ARIMA model. Determination of the parameter iteratively by taking one best pair from 125000 possible pairs gives the best result. Model I [De Lurgio, 1998] gives the best accuracy compared with other Holt-Winter models. Model Holt-Winter gives an accurate result only if the data consist of trend component and seasonal. Compared with XII-ARIMA model, the accuracy of this model is not quite good, however the computaion is easier.