View source: R/parsnip-exp_smoothing.R
ets_fit_impl | R Documentation |
Low-Level Exponential Smoothing function for translating modeltime to forecast
ets_fit_impl(
x,
y,
period = "auto",
error = "auto",
trend = "auto",
season = "auto",
damping = "auto",
alpha = NULL,
beta = NULL,
gamma = NULL,
...
)
x |
A dataframe of xreg (exogenous regressors) |
y |
A numeric vector of values to fit |
period |
A seasonal frequency. Uses "auto" by default. A character phrase of "auto" or time-based phrase of "2 weeks" can be used if a date or date-time variable is provided. |
error |
The form of the error term: "auto", "additive", or "multiplicative". If the error is multiplicative, the data must be non-negative. |
trend |
The form of the trend term: "auto", "additive", "multiplicative" or "none". |
season |
The form of the seasonal term: "auto", "additive", "multiplicative" or "none". |
damping |
Apply damping to a trend: "auto", "damped", or "none". |
alpha |
Value of alpha. If NULL, it is estimated. |
beta |
Value of beta. If NULL, it is estimated. |
gamma |
Value of gamma. If NULL, it is estimated. |
... |
Additional arguments passed to |
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