The question title doesn't help, but i'll try to explain it:

I have historical data (weekly points) from 2001/01/01 to yesterday and my variable has a strong seasonal pattern of 12 months (weather data).

I'm using the stlf() function (from the R 'forecast' package) to make weekly forecasts - and getting very good results by the way.

The problem is that for some models i don't have the 2 last years of data, so for these models my data goes from 2001/01/01 to 2010/12/31. What can i do to bring these forecasts 'to the future'? In other words, i need to extrapolate these forecasts to the current week.

What i have: data from 2001/01/01 - 2010/12/31 What i need: make forecasts for the next weeks.

To add confusion, i do have some points from the last month, but i don't know how to take advantage of this.

Thanks for any help!

  • $\begingroup$ Why not set h = 365 + 292 + 7? $\endgroup$ – Jim Oct 18 '12 at 23:43
  • $\begingroup$ You mean h = 2*52 + weeks_ahead. I'm avoiding doing that because i do have access to some 'present tense' points, so i need to consider those. $\endgroup$ – Fernando Oct 19 '12 at 12:13

Try the h=2*52 and see how that works vs the 'present tense" points you do have. See how far (or not far) off the error is? Might even try taking h=(however many weeks till your present data) then add in the present data then do h=(however long till the next present data point) so on and so forth till you have added all of the present data. Then compare that vs just the h=2*52+weeks_ahead to find the better of the two models?


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