holt_parameters

hw_parameters

<p>Estimate the smoothing parameter for the level-alpha and
the smoothing parameter for the trend-beta.
<code>hw_parameters</code> considers additive seasonal trend: ets(A,A,A) model.</p>

Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) <doi:10.1109/ICDMW.2015.104>, Kang, Hyndman and Smith-Miles (2017) <doi:10.1016/j.ijforecast.2016.09.004> and from Fulcher, Little and Jones (2013) <doi:10.1098/rsif.2013.0048>. Features include spectral entropy, autocorrelations, measures of the strength of seasonality and trend, and so on. Users can also define their own feature functions.

Rob Hyndman

tsfeatures

Time Series Feature Extraction

Yanfei Kang

Pablo Montero-Manso

Thiyanga Talagala

Earo Wang

Yangzhuoran Yang

Mitchell O'Hara-Wild

Souhaib Ben Taieb

Cao Hanqing

D K Lake

Nikolay Laptev

J R Moorman

holt_parameters function

Parameter estimates of Holt's linear trend method — holt_parameters

Parameter estimates of Holt's linear trend method

holt_parameters: Parameter estimates of Holt's linear trend method

Description

Usage

Arguments

Value