TBATS · Pro
TBATS-lite
Trigonometric seasonality stand-in for multiple seasonalities (Pro).
What it assumes
Trigonometric seasonality (lite stand-in for full TBATS).
When to use
Multiple seasonalities (hourly energy).
When to avoid
Very short series.
Knobs
Fourier + trend (Pro lite).
How it works
Full TBATS handles several seasonal periods (hour-of-day and day-of-week together). The Pro lite in this engine is a trigonometric / Fourier + trend stand-in, not a complete De Livera–Hyndman–Snyder state space. It is aimed at longer series such as hourly energy. Very short n is excluded. Excel Forecast Sheet cannot tell that story at all.
Sample forecast question
Sixteen hours of load: night is quiet, evening peaks. What is the TBATS-lite forecast for the next eight hours?
Step-by-step on these numbers
| Period | Actual | Fitted |
|---|---|---|
| 06:00 | 58 | 55.20 |
| 07:00 | 54 | 54.38 |
| 08:00 | 51 | 50.84 |
| 09:00 | 49 | 50.53 |
| 10:00 | 48 | 49.49 |
| 11:00 | 50 | 53.67 |
| 12:00 | 62 | 61.63 |
| 13:00 | 78 | 74.82 |
| 14:00 | 86 | 87.69 |
| 15:00 | 84 | 84.73 |
| 16:00 | 80 | 79.04 |
| 17:00 | 77 | 76.59 |
| 18:00 | 76 | 73.40 |
| 19:00 | 78 | 75.44 |
| 20:00 | 82 | 81.26 |
| 21:00 | 88 | 92.30 |
| Period | Forecast | 95% interval |
|---|---|---|
| 22:00 | 103.02 | 98.70 – 107.35 |
| 23:00 | 100.07 | 93.95 – 106.19 |
| 00:00 | 94.38 | 86.89 – 101.88 |
| 01:00 | 91.92 | 83.27 – 100.58 |
| 02:00 | 88.74 | 79.06 – 98.41 |
| 03:00 | 90.78 | 80.18 – 101.38 |
| 04:00 | 96.59 | 85.14 – 108.04 |
| 05:00 | 107.63 | 95.39 – 119.87 |
Parameters the engine found
cp= 8m= 8k= 9b0= 42.105b1= 4.061b2= -2.144b3= 2.940b4= 9.909b5= -0.261b6= 2.114b7= 0.212b8= 1.070
The question
Sixteen hours of load: night is quiet, evening peaks. What is the TBATS-lite forecast for the next eight hours? Sample hours: 06:00=58, 07:00=54, 08:00=51, 09:00=49, 10:00=48, 11:00=50, 12:00=62, 13:00=78, 14:00=86, 15:00=84, 16:00=80, 17:00=77, 18:00=76, 19:00=78, 20:00=82, 21:00=88 (MW).
Lite stand-in
Full TBATS handles several seasonal periods. This engine’s Pro lite is a trigonometric / Fourier + piecewise trend stand-in (same family as the piecewise-trend page), not the complete De Livera–Hyndman–Snyder state space.
This sample
n = 16, seasonal period m = 8 (intra-day-ish wave on 16 hours). Changepoint at 8; 9 OLS terms.
Forecast
Project the Fourier + trend design forward. 22:00: 103.02; 23:00: 100.07; 00:00: 94.38; 01:00: 91.92; 02:00: 88.74; 03:00: 90.78; 04:00: 96.59; 05:00: 107.63.
Interval
Residual σ = 2.208. For h = 1 the 95% band is [98.70, 107.35] around 103.02. The engine labels this a residual-Gaussian heuristic (σ√h), not a simulation interval.
Graph of this sample
The chart plots the canned table on this page (actuals, in-sample fitted, forecast, 95% interval). Not your Excel series. Free analysis never uploads raw data.
Educational only. Not investment, weather, or operational advice. In the add-in, rank is rolling-origin MASE — “best supported among candidates on this series.”