generate.stl_decomposition

Produces new data with the same structure by resampling the residuals using
a block bootstrap procedure. This method can only generate within sample, and
any generated data out of the trained sample will produce NA simulations.

Provides a collection of features, decomposition methods,
statistical summaries and graphics functions for the analysing tidy time
series data. The package name 'feasts' is an acronym comprising of its key
features: Feature Extraction And Statistics for Time Series.

Mitchell O'Hara-Wild

feasts

Feature Extraction and Statistics for Time Series

Rob Hyndman

Earo Wang

Di Cook

Thiyanga Talagala

Leanne Chhay

generate.stl_decomposition function

<dl><dt>x</dt>
<dd>A fitted model.</dd>
<dt>new_data</dt>
<dd>A tsibble containing the time points and exogenous regressors to produce forecasts for.</dd>
<dt>specials</dt>
<dd>(passed by <code>fabletools::forecast.mdl_df()</code>).</dd>
<dt>...</dt>
<dd>Other arguments passed to methods</dd></dl>

Arguments

Generate block bootstrapped series from an STL decomposition — generate.stl_decomposition

<dl>

<dt>x</dt>
<dd>A fitted model.</dd>


<dt>new_data</dt>
<dd>A tsibble containing the time points and exogenous regressors to produce forecasts for.</dd>


<dt>specials</dt>
<dd>(passed by <code>fabletools::forecast.mdl_df()</code>).</dd>


<dt>...</dt>
<dd>Other arguments passed to methods</dd>

</dl>

generate.stl_decomposition: Generate block bootstrapped series from an STL decomposition

Description

Usage

Arguments

References

Examples