Displaying 1 result from an estimated 1 matches for "timeseries_01".
2012 Nov 28
1
How to change smoothing constant selection procedure for Winters Exponential Smoothing models?
...till learning my way around.
Here is some sample data and the current HoltWinters code I'm using:
rawdata <- c(294, 316, 427, 487, 441, 395, 473, 423, 389, 422, 458, 411,
433, 454, 551, 623, 552, 520, 553, 510, 565, 547, 529, 526, 550, 577, 588,
606, 595, 622, 603, 672, 733, 793, 890, 830)
timeseries_01 <- ts(rawdata, frequency=12, start=c(2009,1))
plot.ts(timeseries_01)
m <- HoltWinters(timeseries_01, alpha = NULL, beta = NULL, gamma = TRUE,
seasonal = c("multiplicative"),
start.periods = 2, l.start = NULL, b.start = NULL, s.start =
NULL)
p <- predict(m...