add_seasonal: Seasonal Trend Component

In tsaux: Time Series Forecasting Auxiliary Functions

Seasonal Trend Component

Description

Seasonal Trend Component

Usage

add_seasonal(x, ...)

## S3 method for class 'issm.component'
add_seasonal(
  x,
  frequency = 12,
  gamma = 0.01,
  s0 = NULL,
  init_harmonics = frequency/2,
  normalized_seasonality = TRUE,
  init_scale = 1,
  ...
)

Arguments

x	an object of class issm.component or other supported class.
...	additional parameters.
frequency	seasonal frequency.
gamma	the decay coefficient on the error of the seasonal component
s0	a vector of length frequency - 1 for the initial seasonal component.
init_harmonics	number of harmonics to initialize s0 when this is not provided.
normalized_seasonality	whether normalize the seasonal component based on the method of Roberts and McKenzie. This is applied only to a single seasonal frequency.
init_scale	the scaling multiplier for s0 (when this is not provided).

Value

An object of class issm.component updated with the seasonal component.

tsaux documentation built on April 4, 2025, 3:08 a.m.