In [1]:
from holt_winters import *
import numpy as np
import matplotlib.pyplot as plt
series = [30,21,29,31,40,48,53,47,37,39,31,29,17,9,20,24,27,35,41,38,
27,31,27,26,21,13,21,18,33,35,40,36,22,24,21,20,17,14,17,19,
26,29,40,31,20,24,18,26,17,9,17,21,28,32,46,33,23,28,22,27,
18,8,17,21,31,34,44,38,31,30,26,32]
#how far ahead in future
horizon = 30
#hand tuning of parameters required in this case
new_series = holt_winters_additive(series, 12, 0.716, 0.029, 0.993, horizon)
plt.plot(np.arange(len(series)), series, np.arange(len(series), len(series)+ horizon), new_series)
plt.show()
In [2]:
new_series = []
#m: seasonality, fc: horizon, parameters optimized
output = holt_winters_additive_autotune_parameters(series, m =12, fc = horizon)
new_series = output[0]
plt.plot(np.arange(len(series)), series, np.arange(len(series), len(series)+ horizon), new_series[-horizon:])
plt.show()
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