Exponential Smoothing Script

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dimoobraznii
Posts: 1
Joined: Fri May 27, 2016 9:27 pm

Exponential Smoothing Script

Postby dimoobraznii » Fri May 27, 2016 9:38 pm

Hello,

Can you please help me create a script that will run exponential smoothing with automatic parameters for my data set.
I am trying to automate the process of forecasting.

How I do it now manually:
1. I create new work file with Monthly data
2014M01-2016M04
2. I import file from CSV with multiple time series (sales by several category)
3. Open one time series and run ETS Exponential Smoothing with auto parameters. I mark "Compare models'
4. I extract forecast result with many models and then analyse and choose the best model (Is it possible to run ETS exponential something for multiple time series at once?)
Then I repeat everything for the next time series.

What I expect to get:
I try to create script that
1. Will import file with multiple time series
2. Run ETS Exponential smoothing
3. Export result into file or database, better if it would be multiple models per 1-time series


Thank you!

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