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Questions tagged [holtwinters]

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

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Python Statsmodels Holt Winters - How to use exogenous variables for forecasting?

I am trying to forecast a timeseries using ExponentialSmoothing from statsmodels.tsa.holtwinters. The Statsmodels documentation mentions an attribute called exog_names which provides the names of the exogenous variables, but no information on how to…
achutharunr
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Random Walk to a Time Series in R

I am trying to answer the following question" The time series given below gives the price of a dozen eggs in cents, adjusted for inflation. Fit a random walk to the time series egg.ts. What is the SS1PE? library(tsdl) eggs.ts <- tsdl[[440]] I…
hoke9
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How to resolve error in Holtwinters forecast model with R?

I have simple monthly dataset and simply trying this code: `df2.holtwinters <- subset(df, account_id==loopitem) x.holtwinters <- ts(df2.holtwinters$amount_usd, start = c(2015,1), end = c(2019,5), frequency = 12) arima1.holtwinters <-…
A.B.
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Holt forecast for multiple timeseries in R

I am trying to do Holt's forecast for multiple timeseries and combine them with my original data.frame. Consider the following data.frame, where I have two population groups: library("forecast") d <- data.frame(SEX =…
Michael
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Statsmodels ETSModel get_prediction encounters error

I am attempting to obtain the prediction intervals from a Holt Winters time series model through StatsModels ETSModel. Can someone help me figure out what is going wrong? fit1 = ETSModel(x_train, seasonal_periods=7, trend='add', seasonal='mul',…
yss_nw
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Revert HoltWinters forecasted stationary data in R

I've converted a non-stationary time series into a stationary data set by using diff(log(ts.dat)), I've then forecasted using the HoltWinters model based on that data set. I now need to revert the forecast back to its non-stationary format so i can…
Hugoo
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Implementing ARIMA or Holt Winter's using Map-Reduce in Python

I am trying to deploy a time-series model using Map-Reduce in Python on a Hadoop infrastructure without using the StatsModel package. But since, I am new to Map-Reduce programming, I am unable to figure out, how to implement one. I did some reading…
Abhishek Ray
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How to loop the Holt's Double Exponential Smoothing by sampling beta?

I want to forecast like hundreds records with some various alpha and beta in looping. My goal is to loop the holt result by 2 samples of beta (0.1 and 0.9) in RStudio. Here's the…
Sergius Sarmose
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R forecast.holt vs Python statsmodels.tsa.holtwinters

I'm trying to use HoltWinters Exponential Smoothing in python, but I'm getting different results than I get when I use forecast holt in R. In R: library(forecast) data_train <- c(0.3990852, 1.8837862, 2.3551793, 3.0099617, 3.4650170, …
Troy D
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Error with HoltWinters from a TS "Error in xy.coords(x, y) : 'x' and 'y' lengths differ"

I'm converting a ts object into a HoltWinters prediction. My data looks like this: TP Year Day Temp 1 1996 1 98 2 1996 2 97 3 1996 3 97 4 1996 4 90 And my code looks like this: temps <-…
b-ryce
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Holt-Winters in r with function hw. Question on value of beta parameter and forecasting phase

I have used the function hw to analyze a time series fcast<-hw(my_series,h=12,level=95,seasonal="multiplicative",damped=TRUE,lambda=NULL) By looking at the fcast$model$par I observe the values of alpha, beta, gamma, phi, and the initial…
Andrés Rodríguez
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Statsmodel ExponentialSmoothing predicts straight line?

I have some data I'm trying to fit an ExponentialSmoothing on: fit1 = ExponentialSmoothing(df1, trend='add').fit() For some reason the prediction will just predict a straight line: plt.figure(figsize = [15,…
lte__
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forecasting with holt-winters model

import pandas as pd import numpy as np import matplotlib.pyplot as plt from statsmodels.tsa.holtwinters import ExponentialSmoothing df =pd.read_csv(r"C:\Users\USER\PycharmProjects\mysqlconnection\mul.csv", …
pixca ziera
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How can I import the R ets() function in Python

I would like to estimate parameters for Holt-Winters exponential smoothing. I saw that R offers ets() function that estimates the model parameters. I work with python in Jupyter notebook. I need to know if there is a way to import this function from…
Yana
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Using Holt's Method, but my data has zeros. What options do I have?

I am using the following code to execute Holt's method with statsmodels, but my data may legitimately have a zero value at times. This leads to the error message "NotImplementedError: Unable to correct for negative or zero values." Does anybody…
ashp
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