Questions tagged [tbats]

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

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26
votes
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: <...
3
votes
2answers
2k views

Handling forecast mean with complex seasonality

I'm using a time-series model to do weekly forecasts on the number of incoming calls to a company. This variable has a weekly 'in-month' pattern and a monthly 'in year' pattern, and i have data from ...
11
votes
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 ...
1
vote
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 ...
1
vote
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 ...
5
votes
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 ...
1
vote
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: ...
0
votes
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: <...