I have hourly snapshot of an event starting from 2012-05-15-0700 to 2013-05-17-1800. How can I create a Timeseries on this data and perform HoltWinters to it?
Please take a look at the following post which might answer the question:
Decompose xts hourly time series
Its explains how you can create a xts object using POSIXct objects. This xts object can have its frequency attribute set manually and you will probably then be able to use HoltWinters