holtWinters() function

The holtWinters() function applies the Holt-Winters forecasting method to input tables.

Function type: Aggregate
Output data type: Float

holtWinters(
  n: 10,
  seasonality: 4,
  interval: 30d,
  withFit: false,
  timeColumn: "_time",
  column: "_value",
)

The Holt-Winters method predicts n seasonally-adjusted values for the specified column at the specified interval. For example, if interval is 6m and n is 3, results include three predicted values six minutes apart.

Seasonality

seasonality delimits the length of a seasonal pattern according to interval. If your interval is 2m and seasonality is 4, then the seasonal pattern occurs every eight minutes or every four data points. If data doesn’t have a seasonal pattern, set seasonality to 0.

Space values evenly in time

holtWinters() expects values evenly spaced in time. To ensure holtWinters() values are spaced evenly in time, the following rules apply:

  • Data is grouped into time-based “buckets” determined by the interval.
  • If a bucket includes many values, the first value is used.
  • If a bucket includes no values, a missing value (null) is added for that bucket.

By default, holtWinters() uses the first value in each time bucket to run the Holt-Winters calculation. To specify other values to use in the calculation, use:

Fitted model

The holtWinters() function applies the Nelder-Mead optimization to include “fitted” data points in results when withFit is set to true.

Null timestamps

holtWinters() discards rows with null timestamps before running the Holt-Winters calculation.

Null values

holtWinters() treats null values as missing data points and includes them in the Holt-Winters calculation.

Parameters

n

The number of values to predict.

Data type: Integer

seasonality

The number of points in a season. Defaults to 0.

Data type: Integer

interval

The interval between two data points.

Data type: Duration

withFit

Return fitted data in results. Defaults to false.

Data type: Boolean

timeColumn

The time column to use. Defaults to "_time".

Data type: String

column

The column to operate on. Defaults to "_value".

Data type: String

Examples

Use aggregateWindow to prepare data for holtWinters
from(bucket: "telegraf/autogen")
    |> range(start: -7y)
    |> filter(fn: (r) => r._field == "water_level")
    |> aggregateWindow(every: 379m, fn: first).
    |> holtWinters(n: 10, seasonality: 4, interval: 379m)

HOLT_WINTERS

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