bm_timeseries: Classical time series models

In vcerqueira/tsensembler: Dynamic Ensembles for Time Series Forecasting

Description

Fit classical time series models, such as ARIMA or exponential smoothing, to a time series

Usage

bm_timeseries(form, data, lpars)

Arguments

form	formula
data	training data (see example)
lpars	list of parameters (see example)

Examples

data("water_consumption")

x <- embed_timeseries(water_consumption, 5)[1:100,]

form <- target ~.
lpars <-
list(bm_timeseries = list(model = c("bm_arima","bm_tbats")))

bmodels <- bm_timeseries(form, x, lpars)

vcerqueira/tsensembler documentation built on Oct. 28, 2020, 11:46 p.m.