Tagged Questions
2
votes
0answers
40 views
Best practices for dealing with shifting, inconsistent seasonality
This question is related to a previous post I've looked at (Calculation of seasonality indexes for complex seasonality), but deals with more granular data (daily instead of weekly), and transforming ...
3
votes
2answers
159 views
Ensemble time series model
I need to automate time-series forecasting, and I don't know in advance the features of those series (seasonality, trend, noise, etc).
My aim is not to get the best possible model for each series, ...
0
votes
2answers
190 views
0
votes
1answer
113 views
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 $\gamma$? ...
0
votes
2answers
747 views
Value of alpha and beta in Holt's exponential smoothing method
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 ...
2
votes
3answers
249 views
Regression with exponentially-smoothed errors
I'm just starting to look into exponential smoothing models. Is there a way to fit a linear regression with exponentially-smoothed errors, similar to the standard technique of fitting a regression ...
0
votes
0answers
202 views
Help choosing the optimal time series analysis package
I am developing an app for time series analysis that should support the following:
Exponential Smoothing (Holt-Winters)
Box-Jenkins
curve fitting (straight line, quadratic, exponential, growth)
...
0
votes
2answers
646 views
How to pick coefficients for Holt Winters?
I'm using Holt Winters to predict sales revenue from past performance. Seasonality and changing trends exist in the data.
One of the reasons chosen for Holt Winters is that it is fairly simple ...
0
votes
1answer
154 views
Initialization and estimation in exponential smoothing
Following Eqs. (3.10a) and (3.10b) from (Hyndman et al., 2008) I obtained a simulated series $y_t=l_{t-1}+\varepsilon_t$ and level $l_t=l_{t-1}+\alpha\,\varepsilon_t$, $t=1.2,\ldots,40$, see data ...
2
votes
0answers
127 views
Exponential moving average with sub-interval relevance / varying timeframe
I need to calculate an exponential moving average for a series of data. The intended sampling interval is fixed (say 1s) but the data stream has varying intervals (data intervals vary from 0.01s to ...
4
votes
3answers
2k views
Forecasting beyond one season using Holt-Winters' exponential smoothing
I am using the Holt-Winters' exponential smoothing technique to forecast expenditure data 2 years into the furture. The monthly data has an increasing trend and annual seasonality.
I'm using MS Excel ...
