Forecasting Short Seasonal Time Series

We propose a procedure to forecast short seasonal time series. It is a modification of method developed for forecasting series with stable seasonal patterns. The new method is motivated by the observations that seasonal patterns may be evolving over time and that short time series arise in many situations. The new method would be more effective when seasonal patterns are not stable and only a small amount of data is available. The method can also be applied to forecast individual observations as well as the end-of-season totals. Real data analyzed in the literatures will be collected and analyzed by the proposed procedure.