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Questions tagged [holtwinters]

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

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"Optimization failure" in a R loop

I have a for loop in which I need to perform the forecast for different values passed by the parameter i, when there are errors in the Holtwinters Forecast, often optimization failure, the loop is interrupted. How can I make my code just skip the…
Cherry
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The error in exponential smoothing Error in decompose(ts(x[1L:wind], start = start(x), frequency = f),

I have used a time series data for forecast with the exponential smoothing method. But I got the following errors, could anyone pls help me figure where the problem is? Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal)…
Cherry
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Error when trying to implement Holt-Winters Exponential Smoothing in Pyspark

I am trying to perform Holt-Winters Exponential Smoothing on my dataset FinalModel which has Date as an index and Crimecount column in addition to other columns. I only want to forecast the CrimeCount column but I am getting the following…
Doaa Radwan
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How to avoid 0 forecasts for a time series with decreasing trend?

I am trying to apply the holt-winter method to multiple time series with 36 data points and trying to predict for 16 future time periods in R. There are some time series with a decreasing trend for which I am getting negative numbers as forecast…
Debasish
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Level and slope for Holt Winters in statsmodels

I want to use the level and slope in Holt Winters in statsmodels because for each period I want to generate a forecast with timelag (steps) higher than one. That is, for each period I want to generate a forecast three periods ahead. I see that I can…
hiragar
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How to resolve below error with statsmodel?

I am using statsmodel version 0.9.0 and Jupiter notebook to run SimpleExpSmooting and Holtwinters model and getting attribute error _get_prediction_index for both. Tried reinstalling the statsmodel package from statsmodels.tsa.holtwinters import…
Sheetal
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How to fix "TypeError" in Holt and Holt-Winters function of statsmodels in Python

I use data like this data = [253993,275396.2,315229.5,356949.6,400158.2,442431.7,495102.9,570164.8,\ 640993.1,704250.4,767455.4,781807.8,776332.3,794161.7,834177.7,931651.5,\ 1028390,1114914] Then, I import statsmodels and use Holt’s Method import…
Yixin Liu
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HoltWinters smoothing parameters - alpha = 1 beta = 0 gamma = 0

I am trying to use HoltWinters(in R) on the below time series data. As can be seen, it has trend + seasonality. I have 25 monthly data points. But on checking the object returned by HoltWinters() function, below is what I get. What is causing the…
Vash
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Unable to get appropriate prediction using statsmodel for HoltWinters

I am trying to experiment with HoltWinters using some random data. However, using the statsmodel api I am unable to prediction for the next X data points. Here is my sample code. I am unable to understand the predict API and what it means by start…
amitection
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Why can't Holt Winters Seasonal recognize the seasonal component when forecasting a period

I'm trying to predict a value based on historical data. The ts() function in R is loaded with 32 months. When I decompose this TimeSerie I will get the following result. Printscreen Decompose TimeSeries You can see a seasonal and trend. When I run…
Dick ter Schiphorst
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R - How to use Holt Winters model on new data to predict

The company I work for is testing the forecasting ability of new software. One package takes the orders for a single product from multiple locations, sums them at each period, then develops a model, which it then uses on each location. For…
Angus
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Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : in R

I can't understand why i get the error mentioned in post title. so what i do. data example mydat=structure(list(date = structure(c(3L, 2L, 6L, 1L, 7L, 5L, 4L), .Label = c("apr-15", "feb-15", "jan-15", "jul15", "jun-15", "march-15", "may-15"), class…
psysky
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Exponential smoothing forecasting for multiple time series

I would like to forecast 100x time series in r using exponential smoothing (HW or ARIMA) because my data is very seasonal. My data is currently setup like: Month / Employee1 / Employee2 / Employee3 / ... 2015-01-31 / 1,200,000 / 1,900,000 / 800,000…
caszboy
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HoltWinters function works fine when used by itself with purrr:map but not when used in an ifelse function

I am trying to use a HoltWinters prediction iteratively along a vector, without the use of a loop, but don't want the HoltWinters function used on the first two. I have created a list of vectors using accumulate: library(purrr) v <-…
John F
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HoltWinters model in R

We can build HoltWinters model in R using HoltWinters() function, but how to adjust a damped trend? In Holt model (holt() function in R) we can set parameter that our trend can be damped (damped=TRUE). How we can do it in HoltWinters model? Is there…
syeenn
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