TS exponential smoothing

[NIM_TS]

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,

[Ruiwen]

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.

[NIM_TS]

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,

[udo_sas]

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

[NIM_TS]

Thank you Udo.

Regards,

Ivana