topic TS exponential smoothing in SAS Data Science

TS exponential smoothing

NIM_TS — Thu, 23 Jul 2015 10:02:51 GMT

Can somebody help me to get positive predicted output values. Which method to need to be set in node TS Exponential Smoothing node in Enterprise MIner 12.1?

Kind regards,

Re: TS exponential smoothing

Ruiwen — Tue, 28 Jul 2015 05:02:27 GMT

You can choose Multiplicative Seasonal Exponential Smoothing or Multiplicative Winters method to restrict for positive definite predicts. If you want to see the formulas, please refer to SAS/ETS(R) 9.3 User's Guide.

Re: TS exponential smoothing

NIM_TS — Tue, 28 Jul 2015 13:07:43 GMT

Thank you Ruiwen. I get missing values for all critical values(by default method predicted to be negative)...

Would you be so kind to recommend me some documents about time series predicting methods?

Regards,

Re: TS exponential smoothing

udo_sas — Tue, 28 Jul 2015 14:56:58 GMT

Hello -

This whitepaper might be a good start - even though it discusses automation of forecasting as implemented in SAS Forecast Sever: http://support.sas.com/rnd/app/ets/papers/largescale.pdf

For more details on time series forecasting methods I would suggest to turn to one of the many books available - some of them online and for free, such as: https://www.otexts.org/fpp

Thanks,

Udo

Re: TS exponential smoothing

NIM_TS — Wed, 29 Jul 2015 08:03:41 GMT

Thank you Udo.

Regards,

Ivana