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Questions tagged [tbats]

The TBATS model is a time series model for series exhibiting multiple complex seasonalities.

The TBATS model was introduced by De Livera, Hyndman & Snyder (2011, JASA). "TBATS" is an acronym denoting its salient features:

The TBATS model is a generalization of the BATS model, which is similar except for lacking the trigonometric regressors.

The TBATS model can be fitted using the tbats() command in the forecast package for R.

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Daily Time Series Analysis

I am trying to do time series analysis and am new to this field. I have daily count of an event from 2006-2009 and I want to fit a time series model to it. Here is the progress that I have made: timeSeriesObj =…
statBeginner
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How to interpret TBATS model results and model diagnostics

I have got a half hourly demand data, which is a multi-seasonal time series. I used tbats in forecast package in R, and got results like this: TBATS(1, {5,4}, 0.838, {<48,6>, <336,6>, <17520,5>}) Does it mean the series is not necessarily to use…
Jeannie
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Interpreting time series decomposition using TBATS from R forecast package

I would like to decompose the following time series data into seasonal, trend, and residual componenets. The data is an hourly Cooling Energy Profile from a commercial building: TotalCoolingForDecompose.ts <- ts(TotalCoolingForDecompose,…
Clayton
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Simulate forecast sample paths from tbats model

Using the excellent forecast package by Rob Hyndman, I came across the need to not only have prediction intervals, but to simulate a number of future paths, given past observations of a time series with complex seasonalities. There is something for…
Peter Lustig
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Forecasting hourly time series

I have the following time series: Data is aviable here data The time series represent an hourly eletricity load. It starts at 2018-09-13 19:00:00 and end at 2018-12-23 15:00:00. I want to predict the next 36 hours values. I tried several method…
LorNap
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What is the difference between ARMA+Fourier and TBATS model?

I am just wondering that, in terms of the multi-seasonal time series forecast, what is the difference between using auto.arima find the ARMA order, then fit arima and include xreg=fourier in. using tbats As ARMA+Fourier can also takes other…
Jeannie
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Decomposition of daily time series (several years) with multiple seasonal patterns

i have a daily time series of several years. Graph & CSV-file So far i could figure out with an based on an acf graph and this method: timeSeriesObj = ts(x,start=c(1999,1,1),frequency=7) fit <- tbats(timeSeriesObj) seasonal <-…
RandomDude
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TBATS: why set seasonal periods?

While trying to estimate the level, trend, and seasonal components with the TBATS model (forecast pkg in R), I notice that the plot of components of the time series does not include the seasonal component unless the frequency of the time series is…
sandyp
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tbats and bats giving errors

I am using tbats and bats functions and must be doing something wrong. I am using the following command for standard Holt-Winters with bats / tbats but getting an error. tbats(y = data, use.box.cox = FALSE, use.trend = TRUE,…
Anthony
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Handling forecast mean with complex seasonality

I'm using a time-series model to do weekly forecasts on the number of incoming calls to a company. This variable has a weekly 'in-month' pattern and a monthly 'in year' pattern, and i have data from 2008-01-01 to 2012-08-31. To explain it better:…
Fernando
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Daily timeseries forecasting, with weekly and annual seasonality

My aim is to forecast the daily number of registrations in two different channels. Weekly seasonality is quite strong. Especially the difference between the weekends and the rest of the week is big. I also observe annual effects. Moreover, I have a…
ponthu
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Increasing the accuracy of tbats() forecasts by factoring for correlations between different time-series?

This question builds on my previous question Forecasting Hourly Time Series based on previous weeks and same period in previous year/s. My project is to forecast the number of ~400 different types of events expected in each hourly interval with…
Tim
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How forecast weekly sales?

I'm working on a forecasting weekly sales by category. I want to make sure I'm doing it correctly. date DiningSales 3/1/2015 243334 3/8/2015 556637 3/15/2015 554315 ...... 10/1/2017 343660 I've read Rob Hyndman website and see he…
Nicole
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Selecting Box-Cox parameter in TBATS function in R

I am struggling to manually select the Box-Cox transformation in my TBATS function. I have a time series with multiple seasonality called belpex. I have tried the following pieces of code: belpex_Model <- …
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Work with results of tbats decomposition

I made a time series decomposition with tbats. There is weekly and yearly seasonality in the data (and maybe also monthly - not really important for the question) x <- msts(data, start=c(2005,1,1), seasonal.period=c(7,30.4,365.25)) fit <- tbats(x,…
RandomDude
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