Sorry, for double posting, but maybe the solution is not sooo bad after all. My goal is not a forecast itself but rather smoothing the values. Thus, I tried alpha = 0, beta = 0 and gamma = 0 as initial parameterization. The result was alpha = 0.0015, beta = 0.5812, gamma = 0.6624. Despite the parameters are far off the solution posted on the page I referenced earlier (they use alpha = 0.7556, beta = 0, gamma = 0.9837), the result itself is acceptable. So I can definitely use the optimizer. There is probably more than just one acceptable solution.
Indeed, I don't care much about parameterization as long as the results work for me. I tried another run with using an extreme seasonality, e.g., I peaked extremely every 3rd quarter, and the results were still good with what the program gave me. After all, thanks a lot, Gilles, you put a lot of effort into helping me and I would like to thank you very much. I had no idea how to start off and now I got a better understanding. :) Greetings, Thom
