AI engineering glossary · Time series recsys
What is holt's linear method?
Holt's linear method (also called Double exponential smoothing): An extension of exponential smoothing that tracks both a level and a trend, each with its own smoothing parameter, so forecasts can rise or fall along a line. It suits data with a trend but no seasonality.
Holt's linear method: an example
If level is 200 and trend +5 per month, the 3-month-ahead forecast is 215.
Related terms
More Time series recsys terms
- Holt-Winters method
- Hybrid recommender
- Intermittent demand
- Inverse propensity scoring
- Item-based collaborative filtering
- Kalman filter
- KPSS test
- LambdaMART
Where you learn it
Holt's linear method is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.