localsimple_taures: The first zero crossing of the autocorrelation function of...

In robjhyndman/tsfeatures: Time Series Feature Extraction

The first zero crossing of the autocorrelation function of the residuals from Simple local time-series forecasting from software package hctsa

Description

Simple predictors using the past trainLength values of the time series to predict its next value.

Usage

localsimple_taures(y, forecastMeth = c("mean", "lfit"), trainLength = NULL)

Arguments

y	the input time series
forecastMeth	the forecasting method, default to mean. mean: local mean prediction using the past trainLength time-series values. lfit: local linear prediction using the past trainLength time-series values.
trainLength	the number of time-series values to use to forecast the next value. Default to 1 when using method mean and 3 when using method lfit.

Value

The first zero crossing of the autocorrelation function of the residuals

robjhyndman/tsfeatures documentation built on Aug. 31, 2023, 3:18 p.m.