smooth.thief: Smooth models for THieF.

In trnnick/TStools: Time Series Analysis Tools and Functions

Description

Function produces forecasts with Temporal Hierarchies using models from the smooth package.

Usage

smooth.thief(data,h,type=c("es","ssarima","ces","ges"),...)

Arguments

data	Input time series. Can be ts object.
h	Forecast horizon.
type	Can be "es" to use Exponential Smoothing, "ssarima" to use state-space ARIMA, "ces" to use Complex Exponential Smoothing, "ges" to use Generalised Exponential Smoothing.
...	Additional arguments passed forecasting model.

Value

An object of class "forecast". The function plot produces a plot of the forecasts. It has a list containing the following elements:

model	The estimated model.
fitted	Fitted values of the model.
x	Actuals provided in the call of the model.
mean	Point forecasts of the model.

Note

This function is created to work with Temporal Hierarchies (thief package).

Author(s)

Nikolaos Kourentzes, [e-mail]

See Also

es, auto.ssarima, auto.ces

Examples

## **Not run:** 
library(thief)
frc <- thief(referrals,forecastfunction=smooth.thief,type="es")
plot(frc)
## End(**Not run**)

trnnick/TStools documentation built on Sept. 14, 2019, 5:22 a.m.