holtWinter_parameters

Estimate the smoothing parameter for the level-alpha and
the smoothing parameter for the trend-beta, and seasonality-gamma

A novel meta-learning framework for forecast model selection using time series features. Many applications require a large number of time series to be forecast. Providing better forecasts for these time series is important in decision and policy making. We propose a classification framework which selects forecast models based on features calculated from the time series. We call this framework FFORMS (Feature-based FORecast Model Selection). FFORMS builds a mapping that relates the features of time series to the best forecast model using a random forest. 'seer' package is the implementation of the FFORMS algorithm. For more details see our paper at <https://www.monash.edu/business/econometrics-and-business-statistics/research/publications/ebs/wp06-2018.pdf>.

Thiyanga Talagala

seer

Feature-Based Forecast Model Selection

Rob J Hyndman

George Athanasopoulos

holtWinter_parameters function

<dl><dt>y</dt>
<dd>a univariate time series</dd></dl>

Arguments

Author

Parameter estimates of Holt-Winters seasonal method — holtWinter_parameters

<dl>

<dt>y</dt>
<dd>a univariate time series</dd>

</dl>

holtWinter_parameters: Parameter estimates of Holt-Winters seasonal method

Description

Usage

Value

Arguments

Author