glmthetaf: Generalized Linear Model Theta Forecast

In Techtonique/ahead: Time Series Forecasting with uncertainty quantification

Generalized Linear Model Theta Forecast

Description

This function implements the Theta method using a Generalized Linear Model (GLM)

Usage

glmthetaf(
  y,
  h = ifelse(frequency(y) > 1, 2 * frequency(y), 10),
  level = 95,
  fit_func = stats::glm,
  fan = FALSE,
  x = y,
  type_pi = c("conformal-split", "gaussian"),
  attention = TRUE,
  scale_ctxt = 1,
  method = c("adj", "base"),
  ...
)

Arguments

y	The time series data
h	The number of periods to forecast
level	The confidence level for the forecast intervals
fit_func	The function to use for fitting the GLM
fan	Logical flag for fan plot
x	The time series data
attention	Logical flag for using attention mechanism
scale_ctxt	Scaling coefficient for context vector
...	Additional arguments to pass to the fit_func

Value

A forecast object

Techtonique/ahead documentation built on April 14, 2025, 12:51 p.m.