Hi,
I tried to replicate the exponential smoothing chapter of fpp3 and winter models with both
fcModels, and Winter models of Ignacio. Datasets are given below. Further, there is no
option to check damped trend, additive and multiplicative models. FCmodels is good and
giving the accuracy metrics for both insample and out of sample but the prediction of both
insample and out of sample are not matching. The parameter estimations are given below.
Ignacio Winters (additive):
α = 0.233618, β = 0.127267, γ = 0
FCmodels:
Level alpha: 0.310; Trend gamma: 0.110; Seasonality beta: 0.040
FPP3:
α=0.2620, β∗=0.1646, γ=0.0001 and RMSE =0.4169.
Outof sample predictions:
fcmodels Fpp3 Ignacio Winters
2018 Q1 13.3235 12.9 12.91998
2018 Q2 11.29311 11.2 11.19334
2018 Q3 10.88294 11 10.92118
2018 Q4 11.17063 11.2 11.19021
2019 Q1 13.87172 13.4 13.37554
2019 Q2 11.75305 11.7 11.6489
2019 Q3 11.32171 11.5 11.37674
2019 Q4 11.61651 11.7 11.64577
2020 Q1 14.41993 13.9 13.8311
2020 Q2 12.21299 12.2 12.10446
2020 Q3 11.76047 11.9 11.8323
2020 Q4 12.06238 12.2 12.10133
https://otexts.com/fpp3/ses.html
Data:
https://drive.google.com/drive/folders/1gCx-mwxzidTAGs_9tir5i0boJEjVLa2l?...