modeltime: ets_fit_impl – R documentation

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ets_fit_impl

Low-Level Exponential Smoothing function for translating modeltime to forecast

Low-Level Exponential Smoothing function for translating modeltime to forecast

ets_fit_impl(
  x,
  y,
  period = "auto",
  error = "auto",
  trend = "auto",
  season = "auto",
  damping = "auto",
  ...
)

`x`	A dataframe of xreg (exogenous regressors)
`y`	A numeric vector of values to fit
`period`	A seasonal frequency. Uses "auto" by default. A character phrase of "auto" or time-based phrase of "2 weeks" can be used if a date or date-time variable is provided.
`error`	The form of the error term: "auto", "additive", or "multiplicative". If the error is multiplicative, the data must be non-negative.
`trend`	The form of the trend term: "auto", "additive", "multiplicative" or "none".
`season`	The form of the seasonal term: "auto", "additive", "multiplicative" or "none"..
`damping`	Apply damping to a trend: "auto", "damped", or "none".
`...`	Additional arguments passed to `forecast::ets`

The Tidymodels Extension for Time Series Modeling

v0.5.1

MIT + file LICENSE

Authors

Matt Dancho [aut, cre], Business Science [cph]

Initial release