bayesmodels (version 0.1.1)

exp_smoothing_stan_fit_impl: Low-Level ARIMA function for translating modeltime to forecast

Description

Low-Level ARIMA function for translating modeltime to forecast

Usage

exp_smoothing_stan_fit_impl(
  x,
  y,
  seasonality = 1,
  seasonality2 = 1,
  seasonality.type = "multiplicative",
  error.size.method = "std",
  level.method = "HW",
  ...
)

Arguments

x

A dataframe of xreg (exogenous regressors)

y

A numeric vector of values to fit

seasonality

Seasonality

seasonality2

Second seasonality

seasonality.type

Either "multiplicative" (default) or "generalized". The latter seasonality generalizes additive and multiplicative seasonality types.

error.size.method

Either "std" (monotonically, but slower than proportionally, growing with the series values) or "innov" (proportional to a smoothed abs size of innovations, i.e. surprises)

level.method

"HW", "seasAvg", "HW_sAvg"

...

Additional arguments passed to forecast::Arima

Value

A modeltime model