title: Holt-Winters time series forecasting with statsmodels
body: <p>I tried forecasting with <code>holt-winters model</code> as shown below but I keep getting a prediction that is not consistent with what I expect. I also showed a visualization of the plot</p>
  
  <pre><code>Train = Airline[:130]
  Test = Airline[129:]
  
  from statsmodels.tsa.holtwinters import Holt
  
  y_hat_avg = Test.copy()
  fit1 = Holt(np.asarray(Train['Passengers'])).fit()
  y_hat_avg['Holt_Winter'] = fit1.predict(start=1,end=15)
  plt.figure(figsize=(16,8))
  plt.plot(Train.index, Train['Passengers'], label='Train')
  plt.plot(Test.index,Test['Passengers'], label='Test')
  plt.plot(y_hat_avg.index,y_hat_avg['Holt_Winter'], label='Holt_Winter')
  plt.legend(loc='best')
  plt.savefig('Holt_Winters.jpg')
  </code></pre>
  
  <p>I am unsure of what I'm missing here.</p>
  
  <p><img src="https://i.stack.imgur.com/Q2dw5.jpg" alt="Here&#39;s the plot visualization "></p>
  
  <p>The prediction seems to be fitted to the earlier part of the Training data</p>