Due to recent updates, all users are required to create an Altair One account to login to the RapidMiner community. Click the Register button to create your account using the same email that you have previously used to login to the RapidMiner community. This will ensure that any previously created content will be synced to your Altair One account. Once you login, you will be asked to provide a username that identifies you to other Community users. Email us at Community with questions.

Why HoltWinters Forecast returns null?

DylanZZZDylanZZZ Member Posts: 2 Learner I
in Help
Simple Process


Only one attribute with no missing


Param of Holt-Winters


Param of Apply Forecast


However, it gives nan prediction


What happens??
Tagged:

Answers

  • DylanZZZDylanZZZ Member Posts: 2 Learner I
    I have figured out. That's because there are zeros in data. So, how to train model with zero value?
  • 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
  • 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
Sign In or Register to comment.