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ETS Seasonal Type Multiplicative error

Meteoroid

Hi,

 

I am trying to use the ETS tool to forecast store sales, and judging by the TS Plot my seasonality should be multiplicative, however if i select Multiplicative it generates an error.

 

What issues in data can cause problems in ETS tool?

 

Thanks,

Lev

Alteryx
Alteryx

Hey @LLebed,

 

Would you be able to upload your workflow (Options => Export Workflow)? Also, can you attach a screenshot of the error message you are receiving?

 

Thanks!

Hoss Carroll
Customer Support Engineer
Alteryx
Highlighted
Meteoroid

Hey @HossC,

 

I only now received a notification. I have now moved on towards ARIMA model and it appears to work better. I will try to update this query once i come back to ETS as i figured a better way of slicing data and would take time to re-apply ETS to it

 

Thanks

Meteoroid

I met the similar error in ETS when specify seasonality with A or M, can anyone help?

Alteryx
Alteryx

Hey @fengyujing

 

Would you be able to upload your workflow (Options => Export Workflow)? Also, can you attach a screenshot of the error message you are receiving?

 

Thanks!

Hoss Carroll
Customer Support Engineer
Alteryx
Meteoroid

Here is the example, when I choose seasonality with auto, it run fine , but when I change it to Additive or multiplicative, it failed . Please help, thanks!

Meteoroid

Have you get chance look this issues? any update? Thanks 

Alteryx
Alteryx

Hello @fengyujing,

 

The error message that I received was the following:

Error Message.png

 

After enabling all Macro Messages, I received the following error:

All Macro Messages.png

All Messages Error.png

 

The ETS: Frequency too high message is the most relevant for this error. After looking into this error message for ETS, I was able to find the reason for this behavior. The error message you are seeing is a result of specific limitations for the ets() function that is used for this tool. Specifically, the ets() function restricts seasonality to be a maximum period of 24. This article describes this behavior in further detail: https://robjhyndman.com/hyndsight/longseasonality/

 

Specifically, the following statement gives a brief description as to why this restriction was implemented in this function: "The problem is that there are m−1 parameters to be estimated for the initial seasonal states where m is the seasonal period. So for large m, the estimation becomes almost impossible."

 

Let me know if you have any additional questions.

 

Hoss Carroll
Customer Support Engineer
Alteryx
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