thetam: Theta method 'model'

In forecastHybrid: Convenient Functions for Ensemble Time Series Forecasts

Description

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

Usage

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 modeling / forecasting approaches used in hybridModel().

Value

An object of class thetam

Author(s)

Peter Ellis

See Also

forecast.thetam

Examples

mod1 <- thetam(Nile)
plot(mod1)

Example output

Loading required package: forecast
Loading required package: thief

forecastHybrid documentation built on Aug. 28, 2020, 9:08 a.m.