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Questions tagged [holtwinters]

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

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Holt-Winters time series forecasting with statsmodels

I tried forecasting with holt-winters model as shown below but I keep getting a prediction that is not consistent with what I expect. I also showed a visualization of the plot Train = Airline[:130] Test = Airline[129:] from…
Mujeebla
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R forecast.holtwinters in forecast package not found

I am trying to use the forecast.holtwinters function and when I try to run it: dftimeseriesforecast <- forecast.HoltWinters(data, h=65) I get this error: Error: could not find function "forecast.HoltWinters" I have also tried this: …
Tracy
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R: applying Holt Winters by group of columns to forecast time series

I have a time series data with a frequency = 7 as follows: combo_1_daily_mini <- read.table(header=TRUE, text=" region_1 region_2 region_3 date incidents USA CA San Francisco 1/1/15 37 USA CA San Francisco 1/2/15 30 USA CA San…
EsBee
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HoltWinter Initial values not matching with Rob Hyndman theory

I am following this tutorial by Rob Hyndman for initialization (additive). Steps to calculate initial values are specified as: I am running above steps manually (with pen/paper) on data set provided in Rob Hydman free online text book. Values I…
kosa
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Unable to implement Holt-Winters Method using statsmodels library

I have a one month data that is on a daily basis.It captures cpu utilization data everyday.I want to produce some forecast results.I have split the data into two parts train- which takes first 15 days and test which takes the last 16 days and on…
Souvik Ray
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How to identify the best frequency in a time series?

I have a database metrics grouped by day, and I need to forecast the data for the next 3 months. These data have seasonality, (I believe that the seasonality is by days of the week). I want to use the Holt Winters method using R, I need to create a…
Evan Bessa
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R HoltWinters forecast package - avoiding overfitting data

I am using the HoltWinters forecast package in R to generate forecasts from monthly call volume data. It works well most of the time but has a tendency to overfit data, particularly if there are special periods, for example a step change in call…
Jonty5817
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Avoid "optimization failure" in for loop in R

I'm trying to make a lot of time series forecast using the HoltWinters function in R. For this purpose, I use a for loop and inside I call to the function, and save the prediction in a data.frame. The problem is that some results of the HoltWinters…
faaabyan
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ggplot & holt winters predictions

Using data UKDriverDeaths Attempting to use Holt-Winters prediction function & ggplot(). Basically reproduce the data in ggplot. data('UKDriverDeaths') past <- window(UKDriverDeaths, end = c(1982, 12)) hw <- HoltWinters(past) pred <-…
user3608523
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Fast Grid Search for Holt-Winters alpha/beta/gamma parameters

I have implemented the Holt-Winters model via Statsmodels in my script and I can make predictions with it but I manually set the alpha beta and gamma hyperparameters. According to you, what would be the fastest way to get the ideal values for those…
Synox
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ARIMA/Holt Winters for multiple Time Series

Is there a way of running an ARIMA/Holt-Winters model in python that deals with multiple items (time series) at once? I can run a single ARIMA/Holt-Winters model using the StatsModels package in Python, but not for multiple Time Series. To clarify…
MRHarv
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R forecast package - additive and multiplicative hw() - equivalent in ETS function

Ok, so we know from the forecast package documentation that hw() is basically a wrapper function for forecast(ets(...)). However, I would like to know exactly which ETS formulation is equivalent to fitting + forecasting an "additive" Holt-Winters…
Mushrambo
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How to create rolling forecasts grouped by subset with uneven and missing data?

I have a dataset (1.6M rows, 4 columns of interest) organized by a directed country dyad-year. Each non-commutative dyad (year1-stateA-stateB doesn't always equal year1-stateB-stateA) has an output value 'var1'. Simplified example of…
Karimic Magellan
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Is statsmodel/exponential smoothing working correctly?

I am performing a time series analysis using statsmodels and the exponential smoothing method. I am trying to reproduce the results from https://www.statsmodels.org/devel/examples/notebooks/generated/exponential_smoothing.html with a particular…
Ernesto Lopez Fune
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How to predict a time series set with statsmodels Holt-Winters

I have a set of data from January 2012 to December 2014 that show some trend and seasonality. I want to make a prediction for the next 2 years (from January 2015 to December 2017), by using the Holt-Winters method from statsmodels. The data set is…
srgam
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