forecast.fbl_bsts: Produce forecasts from the bsts model

In davidtedfordholt/fable.bsts: Bayesian Structural Time Series Modelling Interface for 'fable'

Description

If additional future information is required (such as exogenous variables) by the model, then they should be included as variables of the new_data argument.

Usage

## S3 method for class 'fbl_bsts'
forecast(object, new_data, specials = NULL, ...)

Arguments

object	The time series model used to produce the forecasts
new_data	A tsibble containing future information used to forecast.
specials	(passed by fabletools::forecast.mdl_df()).
...	Additional arguments passed to bsts::predict.bsts().

Value

A list of forecasts.

See Also

bsts::predict.bsts()

Examples

if (requireNamespace("tsibbledata")) {
library(tsibble)
library(dplyr)
tsibbledata::aus_production %>%
  model(
    bsts = BSTS(Beer ~ season("year"))
  ) %>%
  forecast()
}

davidtedfordholt/fable.bsts documentation built on Sept. 15, 2020, 11:38 a.m.