[R] HoltWinters in R 2.14.0
Prof Brian Ripley
ripley at stats.ox.ac.uk
Sat Nov 5 04:34:41 CET 2011
On Fri, 4 Nov 2011, R. Michael Weylandt wrote:
> I believe there were some changes to Holt-Winters, specifically in re
> optimization that probably lead to your problem, but you'll have to
> provide more details. See the NEWS file for citations about the
> change. If you put example code/data others may be able to help you --
> I haven't updated yet so I can't be of much help.
> On Fri, Nov 4, 2011 at 2:55 PM, TimothyDalbey <tmdalbey at gmail.com> wrote:
>> Hey All,
>> First time on these forums. Thanks in advance.
>> Soooo... I have a process that was functioning well before the 2.14 update.
>> Now the HoltWinters function is throwing an error whereby I get the
>> Error in HoltWinters(sales.ts) : optimization failure
Most likely it was incorrect before. You cannot assume that it was
actually 'functioning well': all the cases where we have seen this
message it was giving incorrect answers before and not detecting them.
And in all those cases the model was a bad fit and using starting
values for the optimization helped.
>> I've been looking around to determine why this happens (see if I can test
>> the data beforehand) but I haven't come across anything.
>> Any help appreciated!
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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