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Questions tagged [holtwinters]

Holt-winters smoothing is one of the simplest form of exponential smoothing

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Using a for loop to create time series by groups

I have a for loop I would like to run by group. I would like it to run through a set of data, creates a time series for most rows, and then output a forecast for that row of data (based on that time point and the ones preceding it) in the group The…
Karimic Magellan
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How can I apply Seasonal Exponential Smoothing forecasting method to hourly data in R

I am trying to forecast next-day hourly electricity prices for 2016 using the exponential smoothing method. The data-set that I am using contains hourly price data for the period 2014-01-01 00:00 to 2016-12-31 23:00. My goal is to reproduce the…
BalysLTU
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Interpreting fitted values returned by HoltWinters

I'm running holtwinters to return a fitted model on my data, and need help interpretting what the fitted object is returning. Here is what I'm getting: holtwinters_fitted_object_values My interpretation is: 1) Level - indicates a running mean of the…
sreeram jayabalan
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Converting a data frame into TS object in R

I have a dataframe that looks like this: DAY X1996 X1997 1 1-Jul 98 86 2 2-Jul 97 90 3 3-Jul 97 93 .... I want to end up with a TS object so that I can do HoltWinters smoothing on it. I think I want it to look like…
b-ryce
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ExponentialSmoothing generates RuntimeWarnings on one computer but not another

This code: import numpy as np from statsmodels.tsa.api import ExponentialSmoothing time_series = np.array([1,2,3,4,1,2,3,4,1,2,3,4,1,2,3,4]) print(ExponentialSmoothing(time_series, seasonal_periods=4, trend=None, seasonal="add").fit().forecast(4)) …
capnbobski
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Holt winters Alpha

I am trying to get the HoltWinters Alpha function added. I have a Table called Sales1 and the code should refer to this table. Is there anyone who can correct or amend my code below ,so i get the Holtwinters Alpha instead of the Chronbachs…
ron4
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TypeError: unsupported operand type(s) for +: 'Timestamp' and 'NoneType' for statsmodels SimpleExpoentialSmoothing

I am trying to create a simple exponential smoothing model by following this tutorial: https://towardsdatascience.com/time-series-in-python-exponential-smoothing-and-arima-processes-2c67f2a52788 but have run into problems I do not understand. I have…
geds133
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Holt-Winters time series forecasting with statsmodels in python

Output graph I tried forecasting with holt-winters model but I keep getting a prediction that is not consistent with what I expect. I've attached the output graph. import pandas as pd import numpy as np import matplotlib.pyplot as plt import…
Aastha Jha
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Why are my forecast predictions coming out as NaN?

My problem is pretty simple, and I know I'm missing something very obvious, I just can't figure out what it is.... My test predictions for Holt-Winters are coming out as NaN and I can't figure out why. Can anyone help on this? I'm using a Jupyter…
Quantum Prophet
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Prediction of Holt-Winters Forecasting Algorithm fails

I try to forecast a timeseries with the Holt-Winters algorithm. The problem is, that the outputs are completely wrong (straight line in this setting). I use statsmodels implementation and I'm not sure about the 'seasonal_periods' parameter. At first…
Marvin K
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model tuning for Holt function

I was working on Holt function from "aTSA" package.which having default of alpha = 0.2 and beta = 0.1057.I'm just wandering of how to change those alpha and beta(on what basis)to train the model for better forecasting for next 5 years.And the type =…
Lalitha
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oracle forecast (holt method)

I need some help with forecasting data in Oracle. I have a set of data in a table called MEASUREMENTS looking like that: CITY DATA VALUE DATE C1 T 19.6 2017-10-02 19:01 C1 p 1048.6 2017-10-02 19:01 C1 H …
maria.antonina
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exponential time series for multiple time series data

My data has different start and end points. structure(list(item = c("Card", "Card", "Card", "Card", "Card", "Card", "Card", "Card", "battery", "battery", "battery", "battery", "battery", "laptop", "laptop", "laptop", "laptop", "laptop", "laptop",…
riyan
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Trying to figure out For Loops

I'm just trying to get the For loop to increment a rolling window with a 1 month increment and determine the HW parameters at each increment. ss<-c(29,36,36,48,93,28,35,28,37,50,37,3,25,28,40,45,38,43,34,44,43,25,33,34) ss2<-t(ss) for (i in…
Angus
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Interpolation using ExponentialSmoothing from stats models

I am using ExponentialSmoothing from statsmodels to run Holt-Winters method on time series. I get forecasted values but can not extract calculated values and compare them with observed values. from pandas import Series from scipy import stats import…
Toly
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