**TL;DR:** you can't run seasonal models with a seasonality of 365 days in `ETS`. Use `stlf` instead. ---------------------- The best approach would be to specify your original time series (in your case, `precipitacaoTotal`) as seasonal. This is what you could do for monthly seasonality: library(fable) set.seed(1) foo <- as_tsibble(ts(rnorm(1000),frequency=12)) foo %>% model(ETS(value~season(method="A"))) %>% forecast(h="3 years") %>% autoplot(foo) [![forecast][1]][1] Since I forced seasonality using `season(method="A")`, we get a (pedagogically useful, but of course nonsensical) seasonal forecast. If we let `ETS` decide on a model on white noise, it would of course not choose a seasonal one. However, this will not work for longer periods. If we use the same idea with `frequency=365`, set.seed(1) as_tsibble(ts(rnorm(1000),frequency=365)) %>% model(ETS(value)) we get a rather unhelpful error message (formatted): # A mable: 1 x 1 `ETS(value)` <model> 1 <NULL model> Warning message: 1 error encountered for ETS(value) [1] .data contains implicit gaps in time. You should check your data and convert implicit gaps into explicit missing values using `tsibble::fill_gaps()` if required. I don't quite see where `ETS` sees implicit gaps, and will ping the maintainers of `fable`. However, the underlying reason is probably that `ETS` does not support seasonal periods longer than 24 periods: running set.seed(1) as_tsibble(ts(rnorm(1000))) %>% model(ETS(value~season(period=365))) yields the much more informative warning message # A mable: 1 x 1 `ETS(value ~ season(period = 365))` <model> 1 <ETS(A,N,N)> Warning message: Seasonal periods (`period`) of length greather than 24 are not supported by ETS. Seasonality will be ignored. This is actually the same behavior as in the older `forecast` package. Running library(forecast) set.seed(1) ets(ts(rnorm(1000),frequency=365)) yielded (among other outputs): I can't handle data with frequency greater than 24. Seasonality will be ignored. Try stlf() if you need seasonal forecasts. And this actually makes a lot of sense. In exponential smoothing (whether in a state space framework or otherwise), having a seasonality of $k$ periods means you need to estimate $k$ initial conditions. 365 initial conditions is *a lot*. You would overfit massively. So go with `stlf` instead. [1]: https://i.sstatic.net/BnjYZ.png