sim_mstlbased {seer} | R Documentation |
Simulate time series based on multiple seasonal decomposition
Description
simulate multiple time series based a given series using multiple seasonal decomposition
Usage
sim_mstlbased(
y,
Nsim,
Combine = TRUE,
M = TRUE,
Future = FALSE,
Length = NA,
extralength = NA,
mtd = "ets"
)
Arguments
y |
a time series or M-competition data time series (Mcomp object) |
Nsim |
number of time series to simulate |
Combine |
if TRUE, training and test data in the M-competition data are combined and generate a time series corresponds to the full length of the series. Otherwise, it generate a time series based on the training period of the series. |
M |
if TRUE, y is considered to be a Mcomp data object |
Future |
if future=TRUE, the simulated observations are conditional on the historical observations. In other words, they are possible future sample paths of the time series. But if future=FALSE, the historical data are ignored, and the simulations are possible realizations of the time series model that are not connected to the original data. |
Length |
length of the simulated time series. If future = FALSE, the Length agument should be NA. |
extralength |
extra length need to be added for simulated time series |
mtd |
method to use for forecasting seasonally adjusted time series |
Value
A list of time series.
Author(s)
Thiyanga Talagala