AutoHierarchicalFourier: AutoHierarchicalFourier

In AdrianAntico/ModelingTools: AutoQuant

AutoHierarchicalFourier

Description

AutoHierarchicalFourier reverses the difference

Usage

AutoHierarchicalFourier(
  datax = data,
  xRegs = names(XREGS),
  FourierTermS = FourierTerms,
  TimeUniT = TimeUnit,
  FC_PeriodS = FC_Periods,
  TargetColumN = TargetColumn,
  DateColumN = DateColumnName,
  HierarchGroups = NULL,
  IndependentGroups = NULL
)

Arguments

datax	data
xRegs	The XREGS
FourierTermS	Number of fourier pairs
TimeUniT	Time unit
FC_PeriodS	Number of forecast periods
TargetColumN	Target column name
DateColumN	Date column name
HierarchGroups	Character vector of categorical columns to fully interact
IndependentGroups	Character vector of categorical columns to run independently

Author(s)

Adrian Antico

AdrianAntico/ModelingTools documentation built on Feb. 1, 2024, 7:33 a.m.