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Why HoltWinters Forecast returns null?

DylanZZZDylanZZZ Member Posts: 2 Newbie
Simple Process


Only one attribute with no missing


Param of Holt-Winters


Param of Apply Forecast


However, it gives nan prediction


What happens??

Answers

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    DylanZZZDylanZZZ Member Posts: 2 Newbie
    I have figured out. That's because there are zeros in data. So, how to train model with zero value?
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    yyhuangyyhuang Administrator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, Member Posts: 364 RM Data Scientist
    Hi @DylanZZZ,

    Glad to see you figured out by your self. The trick to handle zeros could be, re-scale data and add a small "error" to every example. For instance, using the formula

    b0*10+0.01   ------>> b0'

    to transform your original input b0, and make all zeros become 0.01 or even smaller (anything > 0 works).

    You will forecast the new re-scaled value, and inverse it back using (b0' - 0.01)/10

    Hope it helps.

    YY
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    David_ADavid_A Administrator, Moderator, Employee, RMResearcher, Member Posts: 297 RM Research

    I think the problem in your case is a combination of a very short seasonality value (are you sure about this, it would mean you have a pattern of length two in your data) and the zero values. In that case you will get segments in the model training, where very likely a division by zero or something similar happens.

    Best,
    David
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