similar to: HoltWinters fitted level parameter not bounded between 0 (PR#11478)

Displaying 20 results from an estimated 600 matches similar to: "HoltWinters fitted level parameter not bounded between 0 (PR#11478)"

2008 May 16
0
HoltWinters fitted level parameter not bounded between 0 (PR#11473)
I get John's value (48.8789) in 2.7.0 and R-devel (both on Ubuntu). Really seems to be a numeric issue: > HoltWinters(x, beta = 0, gamma = 0)$alpha alpha 48.87989 > HoltWinters(x * 1.0000000001, beta = 0, gamma = 0)$alpha alpha 0.6881547 > HoltWinters(x * 1.00000000001, beta = 0, gamma = 0)$alpha alpha 48.87989 Providing starting values seems to help, but not
2008 May 16
1
HoltWinters fitted level parameter not bounded between 0 and 1 (PR#11469)
Full_Name: John Bodley Version: 2.5.1 (2007-06-27) OS: Windows XP Submission from: (NULL) (12.144.182.66) I was fitting a number of time series in R using the stats::HoltWinters method to define a single exponential smoothing model, i.e., beta = gamma = 0. I came across an example where the fitted value of alpha was not defined in the [0, 1] interval which seems to violate the lower and upper
2008 May 16
0
HoltWinters fitted level parameter not bounded between 0 (PR#11472)
It doesn't do it on my system (I get a value of about 0.688 in R 2.7.0 patched on Linux), and 2.5.1 is not current. Does a better starting value help? However, HoltWinters is using optim() in a case it is not designed for (one-dimensional optimization): see the note on its help page. I think this could easily be changed, but as HoltWinters is contributed code I am Cc:ing the author for
2012 Apr 26
2
HoltWinters() fitted values
Hi everyone, I'm using the HoltWinters() function to do a time series analysis. The function only returns the back fitted values ($fitted) after the first year of data, which is my case, is a little more than half. However, when I use the plot() function, it plots the back fit for almost the entire data set. Any ideas on how to extract the fitted values going all the way back to the start
2012 Jan 07
1
using deltat parameter in time series in HoltWinters prediction
Hi. I have to forecast a time series of a Internet network traffic bitrate. The data are in file http://www.forumaltavilla.it/joomla/datitesi/dati.datand the sampling time is every 0.05 seconds. Now, i want to use HoltWinters forecasting. This is my script. dt=1.58443823e-9 #0.05 seconds in years dati.ts=ts(scan("dati.dat"),start=0,deltat=dt) model=HoltWinters(dati.ts)
2003 Sep 03
2
problem with HoltWinters
Dear helpers I'm having a problem with function HoltWinters from package ts. I have a time series that I want to fit an Holt-Winters model and make predictions for the next values. I've already built an object of class ts to serve as input to HoltWinters. But then I get an error; I've used HoltWinters a lot of times and this never hapened > data.HW<-HoltWinters(data.ts) Error
2011 Nov 04
1
HoltWinters in R 2.14.0
Hey All, First time on these forums. Thanks in advance. Soooo... I have a process that was functioning well before the 2.14 update. Now the HoltWinters function is throwing an error whereby I get the following: Error in HoltWinters(sales.ts) : optimization failure I've been looking around to determine why this happens (see if I can test the data beforehand) but I haven't come
2010 Jan 11
1
HoltWinters Forecasting
Hi R-users, I have a question relating to the HoltWinters() function. I am trying to forecast a series using the Holt Winters methodology but I am getting some unusual results. I had previously been using R for Windows version 2.7.2 and have just started using R 2.9.1. While using version 2.7.2 I was getting reasonable results however upon changing versions I found I started to see unusual
2012 Jan 23
1
HoltWinters problem
I am running R version 2.14.1 with up-to-date packages. When running the HoltWinters function as in HoltWinters(logjj,gamma=FALSE,beta = TRUE) i get back Smoothing parameters: alpha: 0.1692882 beta : TRUE gamma: FALSE In the old days (several weeks ago) i used to get back the actual beta value used as the documentation states. Is this a reporting change? How can I get the value of
2008 Sep 14
1
need help please (HoltWinters function)
every time i try to run HoltWinters i get this error message: > HoltWinters(z, seasonal="additive") Error in decompose(ts(x[1:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 3 periods what's going on? somebody please help me. -- View this message in context:
2012 Oct 10
0
HoltWinters
Hi, I am trying to fit the HoltWinters exponential smoothing on a monthly time series data in R. My questions are: 1. I know that the level, trend and seasonality are updated over time. So are the output coefficients a, b and s1-s12 for a specific time t (a,b and s12 for last observataion for example) ? 2. I am trying to work out the fitted values but I could not figure out the h value used in
2007 Feb 27
2
.C HoltWinters
Hello, I would like to look at the compiled C code behind HoltWinters from the stats package. Is that possible? If so where do I find it? thanks, Spencer [[alternative HTML version deleted]]
2011 Mar 08
0
HoltWinters forecasting method
Dear All, I was wondering why the forecast for an additive HoltWinters model is given by Yhat[t+h] = a[t] + h * b[t] + s[t + 1 + (h - 1) mod p]. I am a student and new to time series analysis and forecasting. That said, I considered t = 13 and h = 1: Yhat[13+1] = a[13] + b[13] + s[13 + 1] It seems odd that to predict Yhat[14], you would need a s[14] which in turn depends on Y[14], given that
2003 Apr 17
2
HoltWinters() - p-values for alpha, beta and gamma
Need your expertise for the theoretical approach to deduce the p-values for the level, trend and seasonality parameters. I wonder if there's source code available. Thanks group. Kel
2009 Aug 21
0
Help with residuals function.
I have a misunderstanding on the residuals function in 'R'. In the stats package the residuals for the output of a HoltWinters fit is residuals.HoltWinters and the source looks like: > stats:::residuals.HoltWinters function (object, ...) object$x - object$fitted[, 1] <environment: namespace:stats> > If I execute the following code (I only include the forecast package for
2012 Nov 28
1
How to change smoothing constant selection procedure for Winters Exponential Smoothing models?
Hello all, I am looking for some help in understanding how to change the way R optimizes the smoothing constant selection process for the HoltWinters function. I'm a SAS veteran but very new to R and still 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,
2012 Feb 09
0
Help with TimeSeries
Hello everyone! I´ve started using R last week and I´m having really persistent problems trying to make predictions using the HoltWinters function. I´m sending my script and the errors I´m getting. My data is: Jan Feb Mar Apr May Jun Jul Ago Sep Oct Nov Dec 2004 118 143 169 158 143 135 135 140 135 125.0000 120.0000 120.0000 2005 143 158 180 180 150 150 153 148 150 145.0000
2009 Apr 02
2
A question about forecasting with R
I want to forecaste the call number everyday for a call-center. Now I have removed the influence of the fluctuation with some method, so only thing left is to analyze the trend of the call number every day. I have thought of two ways: regression and HoltWinters smooth. But when I use regression, I find some day's call number will bcome negative, which is obviously unreasonabe. If I use
2005 Mar 05
1
Object containing different classes
Hi, i want to create an object which contains different classes: for example i have some time series and test if ARIMA models are best than HoltWinters models: for each of my time serie i want to collect in an unique object which model was the best: for some it will be an HoltWinters class and for some other an Arima class. is there any solution?? thanks in advance, with my best, erik sauleau
2012 Dec 04
4
partial analisys of a time series
Dear list members I want to analyze separately the months of a time series. In other words, I want to plot and fit models for each month separately. Taking the example of http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/src/timeseries.html births <- scan("http://robjhyndman.com/tsdldata/data/nybirths.dat") birthstimeseries <- ts(births, frequency=12,