holt_parameters

hw_parameters

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.

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

Mitchell O'Hara-Wild

Thiyanga Talagala

Earo Wang

Yangzhuoran Yang

Souhaib Ben Taieb

Cao Hanqing

D K Lake

Nikolay Laptev

J R Moorman

Bohan Zhang

holt_parameters function

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

Arguments

Thiyanga Talagala, Pablo Montero-Manso

Author

Parameter estimates of Holt's linear trend method — holt_parameters

<dl>

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

</dl>

Parameter estimates of Holt's linear trend method

holt_parameters: Parameter estimates of Holt's linear trend method

Description

Usage

Value

Arguments

Author