From bb3891c28f9f76c182077eb170faf7bfadacd28f Mon Sep 17 00:00:00 2001
From: Rob Hyndman <robjhyndman@gmail.com>
Date: Wed, 24 Jul 2024 09:06:40 +1000
Subject: [PATCH] ets() robust to non-integer seasonality

---
 R/HoltWintersNew.R | 7 +++++++
 R/ets.R            | 5 +++++
 2 files changed, 12 insertions(+)

diff --git a/R/HoltWintersNew.R b/R/HoltWintersNew.R
index 52137040..1f25ded7 100644
--- a/R/HoltWintersNew.R
+++ b/R/HoltWintersNew.R
@@ -272,6 +272,13 @@ zzhw <- function(x, lenx, alpha=NULL, beta=NULL, gamma=NULL, seasonal="additive"
     phi <- 1
   }
 
+  if(abs(m - round(m)) > 1e-4) {
+    # Ignore seasonality
+    m <- 1
+  } else {
+    m <- round(m)
+  }
+
   # initialise array of l, b, s
   level <- trend <- season <- xfit <- residuals <- numeric(lenx)
   SSE <- 0
diff --git a/R/ets.R b/R/ets.R
index 6744d8d9..cf95c4ad 100644
--- a/R/ets.R
+++ b/R/ets.R
@@ -142,6 +142,11 @@ ets <- function(y, model="ZZZ", damped=NULL,
     stop("nmse out of range")
   }
   m <- frequency(y)
+  if(abs(m - round(m)) > 1e-4) {
+    warning("Non-integer seasonal period. Only non-seasonal models will be considered.")
+  } else {
+    m <- round(m)
+  }
 
   if (any(upper < lower)) {
     stop("Lower limits must be less than upper limits")