DESMS (Double Exponential Smoothing with Multiplicative Seasonality)

DESMS (Double Exponential Smoothing with Multiplicative Seasonality) is a time series forecasting method based on the Holt-Winters framework. It uses the hw() function with seasonal = "multiplicative" and a disabled or constrained trend component.

DESMS is designed for time series data that: - Has strong seasonal patterns - Shows multiplicative (percentage-based) seasonality - Has no significant long-term trend - Fluctuates around a relatively stable level

It is a simplified ETS model focusing on:

Level + Multiplicative Seasonality

Model Definition

DESMS = Exponential Smoothing (Level + Multiplicative Seasonality)
       without explicit Trend component