theta.thief: Theta method for THieF.

Description Usage Arguments Value Note Author(s) See Also Examples

View source: R/theta.R

Description

Function using the Theta method with Temporal Hierarchies.

Usage

1

Arguments

y

Input time series. Can be ts object.

h

Forecast horizon. If NULL then h is set to match frequency of time series.

...

Additional arguments passed to theta.

Value

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

method

The name of the forecasting method as a character string

mean

Point forecasts as a time series

frc.theta0

Point forecasts for Theta0 line.

frc.theta2

Point forecasts for Theta2 line.

frc.season

Point forecasts for seasonal profile.

x

The original time series used to fit the method.

fitted

Fitted values.

residuals

Residuals.

Note

This function is created to work with Temporal Hierarchies (thief package). For conventional Theta method use theta.

Author(s)

Nikolaos Kourentzes, [email protected]

See Also

theta.

Examples

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## **Not run:** 
library(thief)
frc <- thief(referrals,forecastfunction=theta.thief)
plot(frc)
## End(**Not run**)

trnnick/TStools documentation built on Oct. 30, 2018, 9:26 p.m.