tsfeatures: holt_parameters – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

holt_parameters

Parameter estimates of Holt's linear trend method

Description

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

Usage

holt_parameters(x)

hw_parameters(x)

Arguments

`x`	a univariate time series

Value

holt_parameters produces a vector of 2 values: alpha, beta.

hw_parameters produces a vector of 3 values: alpha, beta and gamma.

Author(s)

Thiyanga Talagala, Pablo Montero-Manso

tsfeatures

Time Series Feature Extraction

v1.0.2

GPL-3

Authors

Rob Hyndman [aut, cre] (<https://orcid.org/0000-0002-2140-5352>), Yanfei Kang [aut] (<https://orcid.org/0000-0001-8769-6650>), Pablo Montero-Manso [aut], Thiyanga Talagala [aut] (<https://orcid.org/0000-0002-0656-9789>), Earo Wang [aut] (<https://orcid.org/0000-0001-6448-5260>), Yangzhuoran Yang [aut], Mitchell O'Hara-Wild [aut] (<https://orcid.org/0000-0001-6729-7695>), Souhaib Ben Taieb [ctb], Cao Hanqing [ctb], D K Lake [ctb], Nikolay Laptev [ctb], J R Moorman [ctb]

Initial release