Predictions are always flat? about hts HOT 8 CLOSED

You have the frequency set to 1 so forecast doesn't know anything about the seasonality. It looks like your seasonality is around 100 periods, in which case frequency should be 100.

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Thanks for the quick response! I was trying to set the frequency but I didn't see how. I set it in the ts object before converting to the hts object, but then it reset to 1 and 'frequency' wasn't an argument when setting the hts object. How can I do this? Or do I need to deal with seasonality before hts forecast?

Thanks again!

S

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If you set it in the ts object it should be retained. See https://otexts.com/fpp2/hts.html for an example where this is done with seasonal data.

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It turns out when I subsetted my ts object into train and test objects it removed the frequency! I'll give it another go. I usually code in python so I'm liable to make stupid mistakes in R. Thanks again!

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Use the window() function for subsetting ts and hts objects

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Hello again! I'm trying now to combine the fourier function from 9.5 of your textbook to deal with seasonality. It works on a normal ts object, but when I set xreg=fourier(my.hst,K=11) I get this error:

Error in ...fourier(x, K, 1:NROW(x)) : 
  K must be not be greater than period/2

NROW(hts) seems to be 3, and I couldn't find a way to index hts that would allow it to work. Is there a way to do this?

Thanks again!

S

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In an unrelated question (I wasn't sure if I should start a new thread), I was curious to know how an hts forecast would handle partially complete time series. For instance, if one base time series has a length of 100, but base time series #2 is only at 90 and I would like to forecast the remaining 10. Of course I could limit all the time series to 90, but I would prefer to use the information from the series for which I have complete data. How would hst handle the missing values in some of the series, and is there a way to forecast those values aside from removing all rows with NAs?

Thank you, I really appreciate the help!

Best
S

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I suggest you ask these questions on http://community.rstudio.com. This is not intended to be a help site.

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