I am trying to reproduce this executable (https://www.kaggle.com/robinteuwens/forecasting-energy-demand) but in the section where it begins with the fit of the HoltWinters model, the jupyter notebook is hanging. .. I've been waiting more than 30 minutes and nothing!
The cell (number 18 in the Kaggle example) that is taking a lot of time...
import statsmodels.api as sm
# exponential smoothing only takes into consideration patterns in the target variable
# so we discard the other features
exp_smooth_train, exp_smooth_test = train['demand_in_MW'], test['demand_in_MW']
# fit & predict
holt_winter = sm.tsa.ExponentialSmoothing(exp_smooth_train,
seasonal_periods=24*365,
seasonal='add').fit()
y_hat_holt_winter = holt_winter.forecast(len(exp_smooth_test))