DSHW: Double Seasonal Holt-Winters model

In tscv: Functions and Utilities for Tidy Time Series Forecasting and Time Series Cross-Validation

Double Seasonal Holt-Winters model

Description

Specify a Double Seasonal Holt-Winters model for use with fabletools::model().

Usage

DSHW(formula, ...)

Arguments

formula	A model formula specifying the response variable, for example value.
...	Further arguments passed to forecast::dshw(), including periods.

Details

DSHW() is a model specification wrapper around forecast::dshw() for the fable, tsibble, and fabletools ecosystem.

The model is useful for time series with two important seasonal patterns, such as hourly data with daily and weekly seasonality.

The seasonal periods must be supplied through the periods argument.

Value

A model definition that can be used inside fabletools::model().

See Also

Other DSHW: fitted.DSHW(), forecast.DSHW(), model_sum.DSHW(), residuals.DSHW()

Examples

library(dplyr)
library(tsibble)
library(fabletools)

train_frame <- elec_load |>
  filter(bidding_zone == "DE") |>
  slice_head(n = 24 * 28) |>
  as_tsibble(index = time)

model_frame <- train_frame |>
  model("DSHW" = DSHW(value, periods = c(24, 168)))

model_frame

tscv documentation built on May 13, 2026, 9:07 a.m.