generate.stl_decomposition: Generate block bootstrapped series from an STL decomposition

In tidyverts/tsibblestats: Feature Extraction and Statistics for Time Series

Generate block bootstrapped series from an STL decomposition

Description

Produces new data with the same structure by resampling the residuals using a block bootstrap procedure. This method can only generate within sample, and any generated data out of the trained sample will produce NA simulations.

Usage

## S3 method for class 'stl_decomposition'
generate(x, new_data, specials = NULL, ...)

Arguments

x	A fitted model.
new_data	A tsibble containing the time points and exogenous regressors to produce forecasts for.
specials	(passed by fabletools::forecast.mdl_df()).
...	Other arguments passed to methods

References

Bergmeir, C., R. J. Hyndman, and J. M. Benitez (2016). Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation. International Journal of Forecasting 32, 303-312.

Examples

as_tsibble(USAccDeaths) %>%
  model(STL(log(value))) %>%
  generate(as_tsibble(USAccDeaths), times = 3)

tidyverts/tsibblestats documentation built on March 18, 2024, 9:47 a.m.