similar to: HoltWinters

Displaying 20 results from an estimated 9000 matches similar to: "HoltWinters"

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
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 17
0
HoltWinters fitted level parameter not bounded between 0 (PR#11478)
An update on this: I just patched HoltWinters() to use optimize() in the univariate case, and it now computes the correct value. David John Bodley wrote: > Hi, > > Thanks for the quick response. I upgraded by version of R on Windows to the > latest (2.7.0) and re-ran the analysis and get the same result of 48.87989. > > The original time series was a non-regular zoo()
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
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
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 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
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
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 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
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,
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
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
2009 Jul 08
0
stats::decompose - Problem finding seasonal component without trend
Hi R-help, I'd like to extract the seasonal component of a short timeseries, and was hoping to use stats::decompose. I don't want to decompose the 'trend' component so I thought I should call decompose(x,filter=0). I think I've either misunderstood the filter argument or come upon a bug/feature in decompose. # EXAMPLE
2006 Sep 02
0
New forecasting bundle of packages
v1.0 of the forecasting bundle of packages is now on CRAN and will propagate to mirrors shortly. The forecasting bundle of R packages provides new forecasting methods, and graphical tools for displaying and analysing forecasts. It comprises the following packages: * forecast: Functions and methods for forecasting. * fma: All data sets from Makridakis, Wheelwright and Hyndman
2006 Sep 02
0
New forecasting bundle of packages
v1.0 of the forecasting bundle of packages is now on CRAN and will propagate to mirrors shortly. The forecasting bundle of R packages provides new forecasting methods, and graphical tools for displaying and analysing forecasts. It comprises the following packages: * forecast: Functions and methods for forecasting. * fma: All data sets from Makridakis, Wheelwright and Hyndman
2007 Nov 16
1
Exponential Smoothing for ggplot2's stat_smooth()
Hello everyone, I was wondering if anyone was aware of a way in which I could use ggplot's stat_smooth() function for add an exponential moving average. I was thinking that I could maybe use something like: >myggplot + stat_smooth (method = 'HoltWinters( data , .9 , 0, 0)') but my efforts were futile. Perhaps there is a way to write my own custom method to throw into
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