thetam: Theta method 'model'

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/theta.R

Description

Create a model object as an interim step to a theta method forecast.

Usage

1
thetam(y)

Arguments

y

A numeric vector or time series.

Details

This fits an exponential smoothing state space model with model = 'ANN' to y, having first performed classic multiplicative seasonal adjustment. A drift value is also calculated by lsfit(0:(length(y) - 1), y)$coef[2] / 2. In combination with forecast.thetam(), this provides identical results to forecast::thetaf(...). The purpose of splitting it into a 'model' and 'forecast' functions is to make the approach consistent with other modelling / forecasting approaches used in hybridModel().

Value

An object of class thetam

Author(s)

Peter Ellis

See Also

forecast.thetam

Examples

1
2
mod1 <- thetam(Nile)
plot(mod1)

forecastHybrid documentation built on July 23, 2018, 1 a.m.