Exponential smoothing

A member of the exponential smoothing family in state space form (Hyndman et al., 2008), by its code: error (A, M), trend (N, A, Ad) and season (N, A, M), such as "MAM" or "AAdN". model_auto_ets() chooses the member with the best criterion; multiplicative parts only for positive series.

Usage

model_ets(code)

model_auto_ets(criterion = c("aicc", "aic", "bic"))

Arguments

code

The model, e.g. "MAM".

criterion

"aicc", "aic" or "bic".

Value

A model specification, to use with fit_model(), forecast_model() or backtest().

See also

Other models: model_arima(), model_auto_arima(), model_box_cox(), model_croston(), model_decomposed(), model_ensemble(), model_holt_winters(), model_log_linear(), model_mean(), model_prophet(), model_tbats(), model_theta()

Examples

fit <- fit_model(model_auto_ets(), AirPassengers)
fit$details$code
#> [1] "MAM"