Forecasting of Sporadic Demand Patterns with Seasonality and Trend Components: An Empirical Comparison between Holt-Winters and (S)ARIMA Methods

Table 4

Comparison between (S)ARIMA and HW based on MSE/$A$.

Series	Group	MSE/$A$ 5 time periods ahead		MSE/$A$ 12 time periods ahead
		(S)ARIMA	HW	(S)ARIMA	HW
s1	1	6.8%	6.8%	27.0%	22.4%
s2		59.3%	79.6%	73.0%	74.2%
s3		33.0%	41.8%	469.9%	111.5%
s4		35.1%	28.2%	43.8%	48.9%
s5		5.1%	20.2%	12.9%	34.5%
s6		2.6%	5.1%	22.0%	7.9%
s7		434.4%	3.9%	10361.6%	10675.5%
s8	2	268.9%	424.1%	801.5%	953.2%
s9		8.3%	666.7%	217.9%	678.6%
s10		9.9%	435.9%	80.8%	502.4%
s11		60.3%	463.0%	172.9%	1424.8%
s12		529.8%	286.0%	439.7%	1369.8%