HoltWinters with additive trend

piotrmazur · November 30, 2022, 8:23am

Hi, I’m working on some data and I am trying to use the the holtWinters function in Flux to predict the future results. By the looks of it, it is implementing the multiplicative trend on the data (see the graph below), but my data show an additive trend, so the prediction results are not satisfying. Is there some way to use holtWinters with additive trend (I don’t see this as an option in parameters), or some other algorithm I could use for predicting the values? Thanks!

Anaisdg · December 9, 2022, 5:59pm

Hello @piotrmazur,
Unfortunately I don’t see an option in the source:

github.com

influxdata/flux/blob/master/stdlib/universe/holt_winters/holt_winters.go

package holt_winters

import (
	"math"

	"github.com/apache/arrow/go/v7/arrow/memory"
	"github.com/influxdata/flux/array"
	"github.com/influxdata/flux/arrow"
	"github.com/influxdata/flux/internal/mutable"
	"gonum.org/v1/gonum/optimize"
)

// HoltWinters forecasts a series into the future.
// This is done using the Holt-Winters damped method.
//  1. The initial values are calculated using a SSE.
//  2. The series is forecast into the future using the iterative relations.
type HoltWinters struct {
	n              int
	s              int
	seasonal       bool

This file has been truncated. show original

You could submit a feature request.
Thank you,
Anais

piotrmazur · December 20, 2022, 12:28pm

Thank you Anaisdg! I will do so.

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HoltWinters with additive trend

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