r holtwinters 预测

Question

I am using R for sometime now and some days ago I found a very interesting function which made a prediction on a given time series. It just took the data from the known time series and applied it on a given period, but it kept the pattern. The problem is that I lost it. I am sure it was a sort of HoltWinters. I am trying two days to find something, but till now without success. Could someone please give me a hand on this!

Answer 1

Just use predict :

# Assuming you have some timeseries data in myts
hw <- HoltWinters(myts)
predict(hw, 10)   # predict 10 periods ahead

Answer 2

You can use forecast.HoltWinters

#Model creation
fit <- HoltWinters(ts.data,gamma=FALSE)
#Load forecast package
require(forecast)
#Apply model into forecast
forecast(fit)