我有一个使用 holt-winters 进行预测的模型。但是参数让我感到困惑......参数表明即使数据中有明确的趋势和季节性,也没有趋势或季节性,预测也与数据的模式相匹配,因此参数真的没有意义。
M<-matrix(c("08Q1", "08Q2", "08Q3", "08Q4", "09Q1", "09Q2", "09Q3", "09Q4", "10Q1", "10Q2", "10Q3", "10Q4", "11Q1", "11Q2", "11Q3", "11Q4", "12Q1", "12Q2", "12Q3", "12Q4", "13Q1", "13Q2", "13Q3", "13Q4", "14Q1", "14Q2", "14Q3", 5403.676, 6773.505, 7231.117, 7835.552, 5236.710, 5526.619, 6555.782, 11464.727, 7210.069, 7501.610, 8670.903, 10872.935, 8209.023, 8153.393, 10196.448, 13244.502, 8356.733, 10188.442, 10601.322, 12617.821, 11786.526, 10044.987, 11006.005, 15101.946, 10992.273, 11421.189, 10731.312),ncol=2,byrow=FALSE)
Nu <- M[, length(M[1,])]
Nu <- ts(Nu, deltat=1/4, start = c(8,1))
N<-Nu
HWMb <- ets(N, model = "MAM", damped = FALSE, opt.crit = "lik", ic="aic", lower = c(0.001, 0.001, 0.001, 0.001),
upper = c(0.999, 0.999, 0.999, 0.999), bounds = "admissible", restrict = FALSE)
HWMb
Smoothing parameters:
alpha = 0.0183
beta = 0.0056
gamma = 0.0027
这显示了带有预测的时间序列,您可以在其中看到明确的季节性和趋势
这些参数对于冬青来说是正常的吗?