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Re: [Question #645803]: Holt-Winter forecast time range

 

Question #645803 on Graphite changed:
https://answers.launchpad.net/graphite/+question/645803

Denis Zhdanov posted a new comment:
>The future prediction is not supported as you said, so the prediction result is indeed within the same period of time as series.
Yes.

>Again an example, we input data from -24hours till now, and call hw on this series. Then in Graphite it would include data from -24hours-1week till now as training data, and output prediction from -24hours to now.
Yes.

>That's not prediction because what we want to predict is the input of the prediction.
That's a little bit counter-intuitive, but more data for prediction makes prediction more precise. (it's not a truth in 100% of cases even for HW, though). As I said before Graphite doesn't support future datapoints, so, HW is only useful to have some anomaly detection, i.e. predict if your current (or almost current) data is OK or now. And in this case including current data in training set has a perfect sense to me.
But I'm not a statistician and my knowledge of HW is quite scarce. If you sure if shifting of end of training set could be useful you can implement shifting upper bound of bootstrap interval, similar to my patch - https://github.com/graphite-project/graphite-web/pull/1977 - e.g. introducing some new parameter to trigger new behavior.

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