On Fri, 4 Nov 2011, R. Michael Weylandt wrote:
I believe there were some changes to Holt-Winters, specifically in re
optimization that probably lead to your problem, but you'll have to
provide more details. See the NEWS file for citations about the
change. If you put example code/data others may be able to help you --
I haven't updated yet so I can't be of much help.
Michael
On Fri, Nov 4, 2011 at 2:55 PM, TimothyDalbey <tmdal...@gmail.com> wrote:
Hey All,
First time on these forums. Thanks in advance.
Soooo... I have a process that was functioning well before the 2.14 update.
Now the HoltWinters function is throwing an error whereby I get the
following:
Error in HoltWinters(sales.ts) : optimization failure
Most likely it was incorrect before. You cannot assume that it was
actually 'functioning well': all the cases where we have seen this
message it was giving incorrect answers before and not detecting them.
And in all those cases the model was a bad fit and using starting
values for the optimization helped.
I've been looking around to determine why this happens (see if I can test
the data beforehand) but I haven't come across anything.
Any help appreciated!
--
Brian D. Ripley, rip...@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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