ts_fil_qes: Quadratic Exponential Smoothing

In tspredit: Time Series Prediction with Integrated Tuning

Quadratic Exponential Smoothing

Description

This code implements quadratic exponential smoothing on a time series. Quadratic exponential smoothing is a smoothing technique that includes components of both trend and seasonality in time series forecasting.

Usage

ts_fil_qes(gamma = FALSE)

Arguments

gamma

If TRUE, enables the gamma seasonality component.

Value

a ts_fil_qes obj.

Examples

# time series with noise
library(daltoolbox)
data(tsd)
tsd$y[9] <- 2*tsd$y[9]

# filter
filter <- ts_fil_qes()
filter <- fit(filter, tsd$y)
y <- transform(filter, tsd$y)

# plot
plot_ts_pred(y=tsd$y, yadj=y)

tspredit documentation built on June 22, 2025, 5:07 p.m.