tidy.FASSTER

Obtains the mean and variance of the estimated initial states from a FASSTER
model. Values in the <code>estimate</code> column are contains the mean, and the
<code>std.error</code> column contains the standard deviation of the initial states.

Implementation of the FASSTER (Forecasting with Additive Switching
of Seasonality, Trend, and Exogenous Regressors) model for forecasting time
series with multiple seasonal patterns. The model combines state space
methodology with a switching component in the observation equation to allow
flexible modeling of complex seasonal patterns, including time-varying
effects and multiple seasonalities.

Mitchell O'Hara-Wild

fasster

Fast Additive Switching of Seasonality, Trend, and Exogenous
Regressors

Rob Hyndman

tidy.FASSTER function

<dl><dt>x</dt>
<dd>An object containing a FASSTER model.</dd>
<dt>...</dt>
<dd>Unused.</dd></dl>

Arguments

Extract coefficients from a FASSTER model — tidy.FASSTER

<dl>

<dt>x</dt>
<dd>An object containing a FASSTER model.</dd>


<dt>...</dt>
<dd>Unused.</dd>

</dl>

tidy.FASSTER: Extract coefficients from a FASSTER model

Description

Usage

Value

Arguments