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fabletools (version 0.5.0)

decomposition_model: Decomposition modelling

Description

This function allows you to specify a decomposition combination model using any additive decomposition. It works by first decomposing the data using the decomposition method provided to dcmp_fn with the given formula. Secondary models are used to fit each of the components from the resulting decomposition. These models are specified after the decomposition formula. All non-seasonal decomposition components must be specified, and any unspecified seasonal components will be forecasted using seasonal naive. These component models will be combined according to the decomposition method, giving a combination model for the response of the decomposition.

Usage

decomposition_model(dcmp, ...)

Arguments

dcmp

A model definition which supports extracting decomposed components().

...

Model definitions used to model the components

See Also