cal_features | R Documentation |
Computes relevant time series features before applying them to the model
cal_features( tslist, seasonal = FALSE, m = 1, lagmax = 2L, database, h, highfreq )
tslist |
a list of univariate time series |
seasonal |
if FALSE, restricts to features suitable for non-seasonal data |
m |
frequency of the time series or minimum frequency in the case of msts objects |
lagmax |
maximum lag at which to calculate the acf (quarterly series-5L, monthly-13L, weekly-53L, daily-8L, hourly-25L) |
database |
whether the time series is from mcomp or other |
h |
forecast horizon |
highfreq |
whether the time series is weekly, daily or hourly |
dataframe: each column represent a feature and each row represent a time series
Thiyanga Talagala
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