I have a tsibble
with data every 15 minutes.
I want to simulate:
ts_data <- ts(data$value, deltat = 1/96) # There is a daily seasonality
model <- HoltWinters(ts_data)
predictions <- predict(model , n.ahead = 96)
How can I do this using fable? I have trouble adding the deltat/frequency parameter somewhere.
I tried:
data_train |>
model(hw = ETS(consumption ~ trend("A") + season("A"))) |>
forecast(h = 96)
The first model is able to show seasonal predictions (accurate) but the one inside model
cannot at all, at stays around the same value.
hw_failed predictions
<num> <num>
1: 169.6353 147.8264
2: 170.0528 146.8748
3: 169.4447 144.4163
4: 168.9828 148.3482
5: 169.1216 150.3192
6: 169.5391 148.2540
7: 168.9311 140.0981
8: 168.4691 139.4991
9: 168.6079 139.5674
10: 169.0254 142.2911
11: 168.4174 142.9221
12: 167.9554 139.7753
13: 168.0942 137.0976
14: 168.5117 132.5767
15: 167.9037 127.5558
16: 167.4417 129.5384
17: 167.5806 132.2143
18: 167.9981 129.2312
19: 167.3900 127.7812
20: 166.9280 125.2476
21: 167.0669 128.3527
22: 167.4844 129.4398
23: 166.8763 129.7902
24: 166.4143 128.3030
25: 166.5532 131.6526
26: 166.9707 134.2288
27: 166.3626 145.7738
28: 165.9007 143.3738
29: 166.0395 146.6691
30: 166.4570 143.6985
31: 165.8489 135.0897
32: 165.3870 136.5083
33: 165.5258 141.6454
34: 165.9433 219.8764
35: 165.3353 219.7798
36: 164.8733 219.1824