lp_vector

First-order low-pass filtering of a time series vector.

A framework for fitting adaptive forecasting models. Provides a way to use forecasts as input to models, e.g. weather forecasts for energy related forecasting. The models can be fitted recursively and can easily be setup for updating parameters when new data arrives. See the included vignettes, the website <https://onlineforecasting.org> and the paper "onlineforecast: An R package for adaptive and recursive forecasting" <https://journal.r-project.org/articles/RJ-2023-031/>.

Peder Bacher

onlineforecast

Forecast Modelling for Online Applications

Hjorleifur G Bergsteinsson

lp_vector function

<dl><dt>x</dt>
<dd>vector.</dd>
<dt>a1</dt>
<dd>The low-pass filter coefficient.</dd></dl>

Arguments

First-order low-pass filtering — lp_vector

<dl>

<dt>x</dt>
<dd>vector.</dd>


<dt>a1</dt>
<dd>The low-pass filter coefficient.</dd>

</dl>

lp_vector: First-order low-pass filtering

Description

Usage

Value

Arguments

Details