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TS exponential smoothing

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Occasional Contributor
Posts: 6

TS exponential smoothing

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,

SAS Employee
Posts: 6

Re: TS exponential smoothing

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.

Occasional Contributor
Posts: 6

Re: TS exponential smoothing

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,

SAS Employee
Posts: 416

Re: TS exponential smoothing

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

Occasional Contributor
Posts: 6

Re: TS exponential smoothing

Thank you Udo.

Regards,

Ivana

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