I am trying to perform a Holt-Winters forecast in R and obtain predictions on the test data but the final forecast plot looks very wrong.
Where am I going wrong, why are the predictions so wild?
Data:
data("sunspots")
data <- as.data.frame(sunspots)
smp_size <- 0.80
train_ind <- nrow(data) * smp_size
train <- data[1:train_ind, ]
test <- data[(train_ind + 1):nrow(data), ]
fit <- HoltWinters(train, gamma=FALSE)
plot(forecast(fit, h = length(test)))
The sunspots data is actually a time series data which means that it has a period associated with it. If we use as.data.frame
this converts it into a vector and information is lost. Hence, we keep this time series data, subset it and forecast.
Also, HoltWinters()
requires a timeseries dataset as an input.
data("sunspots")
data <- sunspots
smp_size <- 0.80
train_ind <- length(data)/12 * smp_size
train = window(data,start = 1749, end = c(1749+train_ind,12))
test = window(data,start = 1749+train_ind+1,end = c(1749+length(data)/12,12))
fit <- HoltWinters(train)
plot(forecast(fit,h = length(test)))
lines(test)
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