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Questions tagged [holtwinters]

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

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how to reproduce holt-linear library results

premises I have some data data = [1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 130.67375459136835, 409.4142791551883, 587.7371441689623, 686.5900367309459, 692.0818640955006, 611.9657943067034, 436.22731864095533, 167.12777777777825, 1.0000000000000426,…
Francesco Urdih
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Holt Winters Forecast in InfluxDB / Grafana

Im trying to make some predictions for temperature data in InfluxDB and visualizing it with Grafana. I already tried to make some predictions in python with holt winters for this data and was successfull. The seasonality repeats every hour plus…
RoteZora
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Holt-Winters fitted values does not start from first date in R

I am trying to overlay Holt-Winter fitted values (red) with original values (black) in R, but the red line does not begin from the start. Perhaps this is related to the size of moving window, if yes, how do I alter in the HoltWinter() object in…
yuenherny
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Why does Python statsmodels ExponentialSmoothing with initialization_method='known' and given initial values fit and predict NaN values?

I am using statsmodels.tsa.holtwinters.ExponentialSmoothing to perform Holt Winters' Additive method, first on training dataset and later on the whole dataset. After training and testing, I take the training parameters of the exponential smoothing…
Nagusameta
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How to convert HoltWinter of R into one of Python

I have to convert the code of R that predicts the temperature into one of Python. But the code of R was not made by someone, so I need a help. In R, ts.train <- ts(train["avg"], frequency=52, start=c(1,1)) holt <-…
Gi Yeon Shin
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splitting the training data based on date column

I have weekly time series data and I want to test multiple time series on it. raw data looks like date visits 1/22/2021 796105 1/29/2021 742833 2/5/2021 918413 2/12/2021 806033 . . . 9/23/2022 3610023 9/30/2022 2833338 I want to…
sdave
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How to fit Holt Winters predictions to the original data?

The original time series isn't stationary, it has trend and seasonality. I prepared my dataset removing autocorrelation, trend and seasonality in order to have a stationary series and I made the predictions with Holt-Winters method. How can I apply…
Lorenzo Martello
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How to use Statsmodel Holt winter to get in sample values from model?

I am using Statsmodel Holt Winter library, and am able to create a model successfully. Now I need to create a csv file which will have in one column actual values and in another predicted (along with suitable index). Now for my testing model it is…
Bhavya Budhia
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How to refit a Holt-Winters exponential smoothing model on test data without re-estimation of parameters

I try to generate multiple one-step forecasts by using the HoltWinters method for exponential smoothing. I, therefore, split my data into training and testing and fit a HoltWinters model on my training set. Now I want to produce multiple one-step…
csarvf_01
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How can I customize the tickers in plots with R?

I have tried everything but I did not manage to succeed. My code so far is the following: covid_data$day <- as.Date(covid_data$day) contagion.ts <- ts(covid_data$contagion, frequency = 365) contagion.hw <- HoltWinters(x=contagion.ts,…
Matteo Ticli
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Holt-winter model fit values

Hw to get model fit model for training period in holt winter method for Univariate time series. For future forecast I can use the following syntax but not sure what is syntax for training period. result = model.fit() …
Ashish
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HoltWinters - output of original and fitted values in a csv file (R)

I have daily temperature data for several years. I use the HoltWinters method to conduct exponential smoothing for the existing dataset. No forecast. I need to find a convenient way to extract the original data and fitted data (xhat) for some manual…
Toly
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ExponentialSmoothing - forecast daily data

I have a file with 5 years worth of daily data from 2015 to 2019 (31/12/2019) and I need to forecast daily values for 2021; I use statsmodels.tsa.holtwinters.ExponentialSmoothing and until now I was able to forecast it by also forecasting year 2019…
Mihai Domocoş
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Python: Getting KeyError while executing forcast( ) in statsmodel's holtwinters function

I'm trying to get time series prediction using the following code. from statsmodels.tsa.holtwinters import ExponentialSmoothing as HWES #read the data file. the date column is expected to be in the mm-dd-yyyy format. df_train_y = pd.DataFrame(data…
soham_dhole
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StatsModels - ExponentialSmoothing takes infinity time to fit

I am trying to reproduce this executable (https://www.kaggle.com/robinteuwens/forecasting-energy-demand) but in the section where it begins with the fit of the HoltWinters model, the jupyter notebook is hanging. .. I've been waiting more than 30…
Jackie
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