Questions tagged [tbats]

The TBATS model is a time series model for series exhibiting multiple complex seasonalities.

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32 views

Can TBATS be used in the case of deterministic seasonality?

I have a monthly dataset which consist of 176 points. I validated that it is stationary by adf.test and it has deterministic seasonality by ...
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21 views

Appropriate Time Series Model for Data with Shifting Mean?

I have a daily data of sales. However, as seen on the graph, there is a clear shift in the mean values starting 2010. What could be the best prediction model to use in this case? I tried using several ...
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270 views

Forecasting time series with multiple seasonaliy by using auto_arima(SARIMAX) and Fourier terms

I am trying to forecast a time series in Python by using auto_arima and adding Fourier terms as exogenous features. The data come from kaggle's Store item demand forecasting challenge. It consists of ...
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10 views

Methods for decreasing processing time of tbats

I have 4 year data of tax income of a country (daily). Data has a clear seasonality, at least two: there is no tax income on Saturday and Sunday (0) there is a huge income tax paid on December, 30th. ...
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19 views

how can I get seasonal predicitons out from forecast of a TBATS model

I'm now using TBATS in R to fit a time series but in another way I want to use the decompostion it provides. I could use tbats.components() to get the season ...
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258 views

How to interpret interrupted time series analysis in R?

I have a time series of cigarettes sales: Gray area represent time when intervention (variable: label) was present. Below is the GLM for the interrupted time series where: ...
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2answers
701 views

Why TBATS model giving poor result?

I have time series data of number of units ordered from a manufacturing plant and number of units delivered. The are multiple different plant sites for which I need to build forecasting models. I ...
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1answer
145 views

BoxCox transformation (forecast package)

This is a continue of the question asked at 1. BoxCox.lambda function of forecast package gives different lambda values for different lower and upper bounds and ...
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1answer
128 views

Uni-variate hourly time series anomaly detection by TBATS

I have hourly and +4 years length of air pollution data (PM10). It has 24 (daily), 168 (weekly) and 8766 (yearly) seasonality. Also distribution is right skewed and has very long tail. I want to make ...
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1answer
1k views

Transform a non-stationary time series to perform ARIMA

I have a time series (TS) of daily Particulate Matter (PM) data for 6 years. My PM data are not normally distributed. The result of the KPSS test returns p-value of 0.01 and t-statistic of 1.53 ...
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1answer
114 views

TBATS decompostion and how to distinguish "real" sesonality

I am doing exploratory data analisis with TBATS decomposition, to get understand better seasonal patterns behind number of booking. One of my coworkers proposed that there is two weekly seasonality, ...
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1answer
173 views

Model for forecasting daily page views of a web page in R

I have to forecast daily page views of a web portal. We have the daily page views of the data for the last 2 years. We have to forecast for next 90 days. I am using a multi-seasonal (with season ...
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3answers
2k views

Forecasting hourly time series [closed]

I have the following time series: Data is aviable here data The time series represent an hourly eletricity load. It starts at 2018-09-13 19:00:00 and end at 2018-12-23 15:00:00. I want to predict ...
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1answer
2k views

Daily data, R forecasts only yield straight line?

I've tried ets, tbats, and arima - I can't seem to get anything but a straight line out of this. Example I tried: ...
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1answer
1k views

What is ARMA error in time series?

I heard a term "ARMA ERROR" in BATS and TBATS. How it helps in time series forecasting.
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1answer
525 views

Using TBATS model to determine if a customer is seasonal

I am working on a project to determine seasonal customers in the customer database. The company sells email marketing. So our customers are people who send emails to their customers (either with ...
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1answer
906 views

tbats() model not capturing seasonality (weekly data)

I have below 4 years of weekly data which has complex seasonality of varying seasonal length. I have assigned the first 160 data points as training and the rest as test with frequency=52. It seems ...
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2answers
389 views

TBATS Decomposition with High Residuals

I have an msts time series, hourly data of electricity prices that have daily, weekly and yearly seasonality. I am decomposing the data using TBATS. Data I am using covers 365 days. Residuals have ...
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1answer
2k views

How forecast weekly sales?

I'm working on a forecasting weekly sales by category. I want to make sure I'm doing it correctly. ...
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0answers
304 views

Why is TBATS smoothing out the forecast when given data with multiple seasonality?

We use the TBATS model for the multiple seasonal data that we have. The data has a weekday season and an hour season, that is, Monday 7 PM is different from Sunday ...
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1answer
200 views

R tbats returning incorrect "observed"

Why are the "observed" numbers returned by tbats.components so different from the actual numbers? I'd think they should be the same. Data and R code follow: ...
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1answer
569 views

TBATS Analysis done- how can I use the results to forecast? [closed]

This is a follow up to my question here. I've spent some time refining my data at work, and after deciding to go with the TBATS model, I'd like to generate a forecast value. Here's my code so far: <...
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1answer
722 views

Data Analysis having weekly and yearly seasonality

I have 2 years of daily data of demand of some product. I can observe daily as well as yearly seasonality. I did run decompose method(frequency = 365) to separate data into trend, seasonal and random ...
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1answer
554 views

Multiple seasonal time-series : interpret tbats.components() function results in R

I'm using the TBATS model of the forecast package with Google Analytics data, to forecast web trafic containing multiseasonal effects (...
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1answer
5k views

Evaluating tbats multiseasonal time series (R forecast package) [closed]

I'm using the TBATS model of the forecast package (version 8.0) with Google Analytics data, to forecast web trafic containing ...
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0answers
494 views

Improving forecasting output using tbat's method

is tbats method the best model to use for my example ? for a weekly seasonality ? i want the predicted data to be like the initial data but that's not the result obtained so here's my data and the ...
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0answers
509 views

How does TBATS work?

How Does TBATS Work? Or let me know where to find a good high level description of how TBATS fits a model to complex seasonal data. For example data that has a year, month, day, hour seasonal pattern?...
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1answer
680 views

How to find multiple seasonal periods from ACF plot?

Sorry of a similar question has been asked before but I did not get my answer. I have some TV viewership (which I can not provide, I am sorry) that I am pretty sure has 3 periodicities: daily, ...
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1answer
392 views

AIC and likelihood statistics from tbats (forecast-package in R)

What I know now is that smaller AIC values and larger likelihood values indicate better fit. I am trying to compare two models fitted to the same data. Model 2 should fit the data better, but not ...
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1answer
1k views

tbats forecasts negative values

I am forecasting monthly data with tbats. I want to forecast only positive or null data. However, using the log transformation ...
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1answer
632 views

Selecting Box-Cox parameter in TBATS function in R

I am struggling to manually select the Box-Cox transformation in my TBATS function. I have a time series with multiple seasonality called belpex. I have tried the ...
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1answer
879 views

What is the difference between ARMA+Fourier and TBATS model?

I am just wondering that, in terms of the multi-seasonal time series forecast, what is the difference between using auto.arima find the ARMA order, then fit ...
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1answer
13k views

How to interpret TBATS model results and model diagnostics

I have got a half hourly demand data, which is a multi-seasonal time series. I used tbats in forecast package in R, and got ...
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0answers
89 views

Strong fluctuations in level component after TBATS

I have 2 time series sampled at a weekly level spanning a period from the start of 2010 until the present. Initially I had used a TBATS model with the frequency of the time series set to ...
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1answer
1k views

Decomposing a multi seasonal time series using tbats in R

Can I decompose a time series with multiple seasonalities (an msts object) using tbats (in the ...
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0answers
320 views

How to detect a relatively small level shift(leakage) in an hourly water flux time series in an area?

Background I'm working on a project which aims to use the history data about a water flux to detect whether there is a leakage happened. The data is hourly collected and among about 4 months. I've ...
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2answers
2k views

Daily timeseries forecasting, with weekly and annual seasonality

My aim is to forecast the daily number of registrations in two different channels. Weekly seasonality is quite strong. Especially the difference between the weekends and the rest of the week is big. ...
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1answer
4k views

Work with results of tbats decomposition

I made a time series decomposition with tbats. There is weekly and yearly seasonality in the data (and maybe also monthly - not really important for the question) ...
5
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1answer
3k views

Decomposition of daily time series (several years) with multiple seasonal patterns

i have a daily time series of several years. Graph & CSV-file So far i could figure out with an based on an acf graph and this method: timeSeriesObj = ts(x,start=c(1999,1,1),frequency=7) fit ...
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2answers
385 views

Cross-validating the tbats/bats function in forecast

Is there a way to cross validate the tbats/bats function in the forecast package in R? I have been trying to get CV weighted parameters which then I can pass to a function for revised estimates. ...
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0answers
252 views

Improving forecasting output obtained from Winter, ARIMA and TBATS method

I am trying to forecast commodity price for next year. I have collected and plotted monthly average prices from last 10 years.Plot has been attached. I used Holt's-Winter method on prices till 2014 ...
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3answers
60k views

Daily Time Series Analysis

I am trying to do time series analysis and am new to this field. I have daily count of an event from 2006-2009 and I want to fit a time series model to it. Here is the progress that I have made: <...
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2answers
2k views

TBATS: why set seasonal periods?

While trying to estimate the level, trend, and seasonal components with the TBATS model (forecast pkg in R), I notice that the ...
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1answer
1k views

forecast::tbats() gives missing value error for zeros

I used tbats to find the best fit model to a 3 years of daily data. It could not find a model and showed the following error: ...
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1answer
474 views

How to compute RMSE for TBATS

Some forecasting models in R give error terms as their output. But for TBATS, I couldnt find out that how I can see what the RMSE for my data set is. Is there any specific command that I have to use ...
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0answers
220 views

Verification of assumptions in TBATS model

I have a question about using BATS/TBATS models implemented in the forecast package for R. In De Liv­era, Hyndman & Snyder (2011) the models are used without any following analysis. Is it OK to ...
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2answers
776 views

Increasing the accuracy of tbats() forecasts by factoring for correlations between different time-series?

This question builds on my previous question Forecasting Hourly Time Series based on previous weeks and same period in previous year/s. My project is to forecast the number of ~400 different types of ...
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1answer
416 views

Regression with TBATS error?

I'm working on a time series model which includes multiple seasonal components (daily and weekly). I believe the best way to approach this would be BATS/TBATS model, however I have a concern if I can ...
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1answer
254 views

Frequency for tbats function in R

I have 3 complete years + 4 weeks of weekly time series data. One of the years is a leap year. Should I calculate its frequency by $(365\times 2+366)/(3\times 7)$?
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1answer
4k views

tbats model for multiplicative seasonality

In De Liv­era, Hyndman & Snyder (2011), a TBATS model (exponential smoothing state space model with Box-Cox transformation, ARMA errors, trend and seasonal components) for additive seasonality has ...