Skip to main content

I have a time series dataset for forecast using Holt-winters model, but my problem is the time series contains breaks or change point, enter image description here shouldShould we remove the first break? Or is there any other solution for managing breaks in the Holt-Winters model? Knowing that by removing the first breaks data the error rate of my model decrease.

Thank you in advance for your answers

Abakar ,

I have a time series dataset for forecast using Holt-winters model, but my problem is the time series contains breaks or change point, enter image description here should we remove the first break? Or is there any other solution for managing breaks in the Holt-Winters model? Knowing that by removing the first breaks data the error rate of my model decrease.

Thank you in advance for your answers

Abakar ,

I have a time series dataset for forecast using Holt-winters model, but my problem is the time series contains breaks or change point, enter image description here Should we remove the first break? Or is there any other solution for managing breaks in the Holt-Winters model? Knowing that by removing the first breaks data the error rate of my model decrease.

added 1 character in body; edited title
Source Link
Michael R. Chernick
  • 43.2k
  • 28
  • 85
  • 159

Forecast time series with breackpointbreakpoint using Holt-Winters (R)

I have a time series dataset for forecast using Holt-winters model, but my problem is the time series contains breaks or changepointchange point, enter image description here should we remove the first break? Or is there any other solution for managing breaks in the Holt-Winters model? Knowing that by removing the first breaks data the error rate of my model decrease.

Thank you in advance for your answers

Abakar ,

Forecast time series with breackpoint using Holt-Winters (R)

I have a time series dataset for forecast using Holt-winters model, but my problem is the time series contains breaks or changepoint, enter image description here should we remove the first break? Or is there any other solution for managing breaks in the Holt-Winters model? Knowing that by removing the first breaks data the error rate of my model decrease.

Thank you in advance for your answers

Abakar ,

Forecast time series with breakpoint using Holt-Winters (R)

I have a time series dataset for forecast using Holt-winters model, but my problem is the time series contains breaks or change point, enter image description here should we remove the first break? Or is there any other solution for managing breaks in the Holt-Winters model? Knowing that by removing the first breaks data the error rate of my model decrease.

Thank you in advance for your answers

Abakar ,

Source Link

Forecast time series with breackpoint using Holt-Winters (R)

I have a time series dataset for forecast using Holt-winters model, but my problem is the time series contains breaks or changepoint, enter image description here should we remove the first break? Or is there any other solution for managing breaks in the Holt-Winters model? Knowing that by removing the first breaks data the error rate of my model decrease.

Thank you in advance for your answers

Abakar ,