Hi R-experts,
I have been wasted aroun 2 days to understand Holt-Winter method for double
exponential smoothing.But concept was not clear to me.Please suggest me how
to determeine values of alpha ,beta,gamma.It is bit urgent .please help me
in understanding holtwinter parameter determination .
I tried with example,it is working fine with Holtwinter.I cannot randomly
use Holt winter model for all the data i have.Please suggest the documentum
or link to under stand it tharougly.If some one explains also would be
appriciable.
> beer_monthly
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1956 93.2 96.0 95.2 77.1 70.9 64.8 70.1 77.3 79.5 100.6 100.7 107.1
1957 95.9 82.8 83.3 80.0 80.4 67.5 75.7 71.1 89.3 101.1 105.2 114.1
1958 96.3 84.4 91.2 81.9 80.5 70.4 74.8 75.9 86.3 98.7 100.9 113.8
1959 89.8 84.4 87.2 85.6 72.0 69.2 77.5 78.1 94.3 97.7 100.2 116.4
1960 97.1 93.0 96.0 80.5 76.1 69.9 73.6 92.6 94.2 93.5 108.5 109.4
1961 105.1 92.5 97.1 81.4 79.1 72.1 78.7 87.1 91.4 109.9 116.3 113.0
1962 100.0 84.8 94.3 87.1 90.3 72.4 84.9 92.7 92.2 114.9 112.5 118.3
1963 106.0 91.2 96.6 96.3 88.2 70.2 86.5 88.2 102.8 119.1 119.2 125.1
1964 106.1 102.1 105.2 101.0 84.3 87.5 92.7 94.4 113.0 113.9 122.9 132.7
1965 106.9 96.6 127.3 98.2 100.2 89.4 95.3 104.2 106.4 116.2 135.9 134.0
1966 104.6 107.1 123.5 98.8 98.6 90.6 89.1 105.2 114.0 122.1 138.0 142.2
1967 116.4 112.6 123.8 103.6 113.9 98.6 95.0 116.0 113.9 127.5 131.4 145.9
1968 131.5 131.0 130.5 118.9 114.3 85.7 104.6 105.1 117.3 142.5 140.0 159.8
1969 131.2 125.4 126.5 119.4 113.5 98.7 114.5 113.8 133.1 143.4 137.3 165.2
1970 126.9 124.0 135.7 130.0 109.4 117.8 120.3 121.0 132.3 142.9 147.4 175.9
1971 132.6 123.7 153.3 134.0 119.6 116.2 118.6 130.7 129.3 144.4 163.2 179.4
1972 128.1 138.4 152.7 120.0 140.5 116.2 121.4 127.8 143.6 157.6 166.2 182.3
1973 153.1 147.6 157.7 137.2 151.5 98.7 145.8 151.7 129.4 174.1 197.0 193.9
1974 164.1 142.8 157.9 159.2 162.2 123.1 130.0 150.1 169.4 179.7 182.1 194.3
1975 161.4 169.4 168.8 158.1 158.5 135.3 149.3 143.4 142.2 188.4 166.2 199.2
1976 182.7 145.2 182.1 158.7 141.6 132.6 139.6 147.0 166.6 157.0 180.4 210.2
1977 159.8 157.8 168.2 158.4 152.0 142.2 137.2 152.6 166.8 165.6 198.6 201.5
1978 170.7 164.4 179.7 157.0 168.0 139.3 138.6 153.4 138.9 172.1 198.4 217.8
1979 173.7 153.8 175.6 147.1 160.3 135.2 148.8 151.0 148.2 182.2 189.2 183.1
1980 170.0 158.4 176.1 156.2 153.2 117.9 149.8 156.6 166.7 156.8 158.6 210.8
1981 203.6 175.2 168.7 155.9 147.3 137.0 141.1 167.4 160.2 191.9 174.4 208.2
1982 159.4 161.1 172.1 158.4 114.6 159.6 159.7 159.4 160.7 165.5 205.0 205.2
1983 141.6 148.1 184.9 132.5 137.3 135.5 121.7 166.1 146.8 162.8 186.8 185.5
1984 151.5 158.1 143.0 151.2 147.6 130.7 137.5 146.1 133.6 167.9 181.9 202.0
1985 166.5 151.3 146.2 148.3 144.7 123.6 151.6 133.9 137.4 181.6 182.0 190.0
1986 161.2 155.5 141.9 164.6 136.2 126.8 152.5 126.6 150.1 186.3 147.5 200.4
1987 177.2 127.4 177.1 154.4 135.2 126.4 147.3 140.6 152.3 151.2 172.2 215.3
1988 154.1 159.3 160.4 151.9 148.4 139.6 148.2 153.5 145.1 183.7 210.5 203.3
1989 153.3 144.3 169.6 143.7 160.1 135.6 141.8 159.9 145.7 183.5 198.2 186.8
1990 172.0 150.6 163.3 153.7 152.9 135.5 148.5 148.4 133.6 194.1 208.6 197.3
1991 164.4 148.1 152.0 144.1 155.0 124.5 153.0 146.0 138.0 190.0 192.0 192.0
1992 147.0 133.0 163.0 150.0 129.0 131.0 145.0 137.0 138.0 168.0 176.0 188.0
1993 139.0 143.0 150.0 154.0 137.0 129.0 128.0 140.0 143.0 151.0 177.0 184.0
1994 151.0 134.0 164.0 126.0 131.0 125.0 127.0 143.0 143.0 160.0 190.0 182.0
1995 138.0 136.0 152.0 127.0 151.0 130.0 119.0 153.0
beer_monthly.hw<-HoltWinters(beer_monthly) #what are the default values ?
v1=predict(beer_monthly.hw,n.ahead=10) #working fine
#i am confused with help .
HoltWinters(x, alpha = NULL, beta = NULL, gamma = NULL,
seasonal = c("additive", "multiplicative"),
start.periods = 2, l.start = NULL, b.start = NULL,
s.start = NULL,
optim.start = c(alpha = 0.3, beta = 0.1, gamma = 0.1),
optim.control = list())
x: An object of class ‘ts’
alpha: alpha parameter of Holt-Winters Filter. #what is this exactly
beta: beta parameter of Holt-Winters Filter. If set to ‘FALSE’,
the function will do exponential smoothing. #this too
Thanks in advance.
Vijay
Reaserch student
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