exp_smoothing_params {modeltime} | R Documentation |
Tuning Parameters for Exponential Smoothing Models
error(values = c("additive", "multiplicative"))
trend(values = c("additive", "multiplicative", "none"))
trend_smooth(
values = c("additive", "multiplicative", "none", "additive_damped",
"multiplicative_damped")
)
season(values = c("additive", "multiplicative", "none"))
damping(values = c("damped", "none"))
damping_smooth(range = c(0, 2), trans = NULL)
smooth_level(range = c(0, 1), trans = NULL)
smooth_trend(range = c(0, 1), trans = NULL)
smooth_seasonal(range = c(0, 1), trans = NULL)
values |
A character string of possible values. |
range |
A two-element vector holding the defaults for the smallest and largest possible values, respectively. If a transformation is specified, these values should be in the transformed units. |
trans |
A |
The main parameters for Exponential Smoothing models are:
error
: The form of the error term: additive", or "multiplicative".
If the error is multiplicative, the data must be non-negative.
trend
: The form of the trend term: "additive", "multiplicative" or "none".
season
: The form of the seasonal term: "additive", "multiplicative" or "none"..
damping
: Apply damping to a trend: "damped", or "none".
smooth_level
: This is often called the "alpha" parameter used as the base level smoothing factor for exponential smoothing models.
smooth_trend
: This is often called the "beta" parameter used as the trend smoothing factor for exponential smoothing models.
smooth_seasonal
: This is often called the "gamma" parameter used as the seasonal smoothing factor for exponential smoothing models.
error()
trend()
season()