用ets结果预测

Question

我用这个数据加载一个数据框(命名库存):

day               value
2000-12-01 00:00:00 11.809242 
2000-12-01 06:00:00 10.919792 
2000-12-01 12:00:00 13.265208 
2000-12-01 18:00:00 13.005139 
2000-12-02 00:00:00 10.592222  
2000-12-02 06:00:00 8.873160 
2000-12-02 12:00:00 12.292847 
2000-12-02 18:00:00 12.609722 
2000-12-03 00:00:00 11.378299 
2000-12-03 06:00:00 10.510972  
2000-12-03 12:00:00 8.297222  
2000-12-03 18:00:00 8.110486  
2000-12-04 00:00:00 8.066154

我尝试使用ets()模型实现预测:

library(forecast)
fs <- forecast(stock$value,h=8,model="AAN") 
fs

fs的输出是:

Point Forecast    Lo 80     Hi 80    Lo 95     Hi 95
14       8.778035 6.967009 10.589061 6.008310 11.547761
15       8.536608 6.725582 10.347635 5.766883 11.306334
16       8.295182 6.484155 10.106208 5.525456 11.064907
17       8.053755 6.242728  9.864781 5.284028 10.823481
18       7.812328 6.001301  9.623355 5.042601 10.582054
19       7.570901 5.759873  9.381928 4.801173 10.340628
20       7.329474 5.518446  9.140502 4.559746 10.099202
21       7.088047 5.277018  8.899076 4.318318  9.857776 

我在Forecast列中观察到的是预测值下降.为什么会这样？是否需要在模型中设置不同的参数？

Answer 1

最后五个观测值中的每一个都小于之前的观测值.因此,您在历史数据的末尾有一个下降趋势.预测模型继续这样做.您选择了一个模拟当地趋势的ETS(A,A,N)模型,这正是它正在做的事情.