View source: R/parsnip-exp_smoothing_reg.R
exp_smoothing_stan_fit_impl | R Documentation |
Low-Level ARIMA function for translating modeltime to forecast
exp_smoothing_stan_fit_impl( x, y, seasonality = 1, seasonality2 = 1, seasonality.type = "multiplicative", error.size.method = "std", level.method = "HW", ... )
x |
A dataframe of xreg (exogenous regressors) |
y |
A numeric vector of values to fit |
seasonality |
Seasonality |
seasonality2 |
Second seasonality |
seasonality.type |
Either "multiplicative" (default) or "generalized". The latter seasonality generalizes additive and multiplicative seasonality types. |
error.size.method |
Either "std" (monotonically, but slower than proportionally, growing with the series values) or "innov" (proportional to a smoothed abs size of innovations, i.e. surprises) |
level.method |
"HW", "seasAvg", "HW_sAvg" |
... |
Additional arguments passed to |
A modeltime model
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