generate_msts {gratis}

Generate multiple seasonal time series from random parameter spaces of the mixture autoregressive (MAR) models.

Description

Deprecated function. Please use mar_model() and generate.mar() instead. Generates multiple seasonal time series from random parameter spaces of the mixture autoregressive (MAR) models.

Usage

generate_msts(
  seasonal.periods = c(7, 365),
  n = 800,
  nComp = NULL,
  output_format = "list"
)

Arguments

seasonal.periods

a vector of seasonal periods of the time series to be generated.

n

length of the generated time series.

nComp

number of mixing components when simulating time series using MAR models.

output_format

An optional argument which allows to choose output format between "list" and "tsibble"

Value

a time series with multiple seasonal periods.

Examples

x <- generate_msts(seasonal.periods = c(7, 365), n = 800, nComp = 2, output_format = "list")
forecast::autoplot(x)