[R] stlf algorithm failure
scherer-christian at web.de
Thu Jul 5 11:55:18 CEST 2012
currently I am writing a thesis using R in forecasting scenarios.
No the time is shortening and I wanted to set up all test cases, including
the STLF algorithm of the forecast package.
I am using 15 minutes (96 a day) data of two weeks to forecast one week...
The frequency used is 672 (so two weeks)
This should be fine because it has to be at least 2 priods..
Unfortunately the stlf algorithm claims that my time series is "not periodic
or has less than two periods" . But both is definitely true... If I add one
more value it works but this would falsen the forecast and lead to more
problems since I use different granularities and had to add 8 more values in
the worst case....
I have this problem only with the stlf algorithm. Holt Winters and other
ones work perfectly...
Do you know any solution for this problem?
A fast answer would be really great because I am very close to the release
of my work for my university
Kind regards and thanks in advance
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