# Tagged Questions

3 views

### Plotting the overlay using an exponential smoothing of a time-series using lines() [migrated]

I have the following code so far but I am not sure which function I should use for plotting the yearly average measurements of temperature for New Hampshire, from 1912 to 1971, and overlay an ...
329 views

### Holt's Linear and Holt-Winters in R

With the below code, I have run Holt's linear and Holt-Winters forecasts using Excel / Solver. I wanted to replicate this using R (Excel can be a pain) but I am getting the below error with ...
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### Multivariate EWMA

Is there any package in R which computes the Multivariate EWMA? I have a data frame of 4 series and I do not want to use a simple rectangular method to compute the covariance estimator. So is there ...
680 views

### Which is the better method to do forecast..1-step or h-step ahead?

I am using forecast() package in R to predict future values. I have a time series data for approx 6-7 years. First, I split the data into training set and test set. Test set contained values of the ...
795 views

### Using exponential smoothing to forecast irregularly spaced data in R

I'd like to use exponential smoothing to forecast the following data. The data is daily based. Because of some policy reasons, every $29^\text{th}$, $30^\text{th}$ and $31^\text{th}$ of each month, ...
### Values of $\alpha$, $\beta$ and $\gamma$ in ets in forecast package
I am using the forecast package in R. I wanted to know how the ets() function finds the value of $\alpha$, $\beta$ and $\gamma$? ...
How to choose the best values of alpha and beta in Holt's exponential smoothing? Leaving it upon R gives me $\alpha$ =1. Is this appropriate? Entering different values of alpha and then comparing ...