Bill,

Thanks for replying.


The data is weekly time series data.  Assume there is 52 weeks in the year.  Of the 52 weeks, I typically only have data for weeks 8 through 40.


4-Apr-10, 8, 27.2
11-Apr-10, 9, 32.3
18-Apr-10, 10, 31.7

DataXYZ, 40, 13.4


data <- c(0,24.57,29.93,24.19,12.25,48.07,36.68,24.78,48.69,30.39,48.17,36.51,36.43,36.52,48.75,24.17,37.07,0,18.89)
ts <- ts(data= data, start = 8, end = 40, frequency = ????)


There is a weekly seasonality effect.  What should I set my frequency value to?


Thanks,

Dan Hickman 






From: William Dunlap
Sent: ‎Thursday‎, ‎October‎ ‎3‎, ‎2013 ‎3‎:‎57‎ ‎PM
To: David Winsemius, Daniel Hickman
Cc: r-help@r-project.org


> > ts <- ts(data$QtyPerWeek, frequency=52)
> > HoltWinters(ts,0.46924,0.05,0.2)
> >
> > This results in the following error. "Error in decompose(ts(x[1L:wind], start = start(x),
> frequency = f), seasonal) : time series has no or less than 2 periods"

Since you have set the frequency of the time series to 52, you need
to have 104 observations to get the initial estimate of the seasonal
pattern.  How many observations are in 'ts'?  If you don't have enough
you can omit the seaonal component (HoltWinters(gamma=FALSE,...)),
change start.periods from the default 2 to 1, or supply a 52-long vector
of the initial seasonal pattern as the s.start argument.

If you do have more than 104 observations then you will have to tell
us more about the data.

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com


> -----Original Message-----
> From: r-help-bounces@r-project.org [mailto:r-help-bounces@r-project.org] On Behalf
> Of David Winsemius
> Sent: Thursday, October 03, 2013 12:39 PM
> To: Daniel Hickman
> Cc: r-help@r-project.org
> Subject: Re: [R] time series has no or less than 2 periods
> 
> 
> On Oct 3, 2013, at 8:32 AM, Daniel Hickman wrote:
> 
> > Hello,
> >
> >
> >
> > I have been tasked with taking an excel file that my colleague had implemented Triple
> Exponential Smoothing and recreate using R.
> >
> > The following image shows the before and after of smoothing out a fixed interval time
> series data using Triple Exponential Smoothing inside of Excel.
> >
> > enter image description here
> 
> The image file formats that I know are acceptable are .ps, .pdf or .png. Not sure about
> jpeg.
> 
> >
> > I am trying to perform the same triple exponential smoothing in R.  I created a csv file
> with the before smoothing data.  The csv file is attached and can also be found here.
> 
> Need to send with .txt extension.
> 
> >
> > I found the HoltWinters method but I keep getting an error when I try to apply
> HoltWinters against the csv.
> > setwd("C:/temp")
> > data <- read.table("TripleExpSmoothingXLS.csv", header=TRUE, sep=",")
> > ts <- ts(data$QtyPerWeek, frequency=52)
> > HoltWinters(ts,0.46924,0.05,0.2)
> >
> > This results in the following error. "Error in decompose(ts(x[1L:wind], start = start(x),
> frequency = f), seasonal) : time series has no or less than 2 periods"
> 
> Perhaps a data entry problem. We would need to see either the file or output of
> str(data).
> >
> > In case it helps,  excel file with the triple exponential smoothing formulas and original
> data can be found here.
> 
> Again.... there is no here here.
> 
> >
> > Any advice?
> >
> > Thanks, Dan______________________________________________
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> 
> David Winsemius
> Alameda, CA, USA
> 
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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