Upgrade forecasting function so it works on deseasonalized time series.

athena-small / meteolytica

Code for meteolytica project.

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Upgrade forecasting function so it works on deseasonalized time series. #12

Open athena-small opened 11 years ago

athena-small commented 11 years ago

For high-frequency series with multiple seasonal cycles, e.g., hourly electricity load data, the forecast() function has a hard time. Will try to decompose series into seasonal components, forecast components, then recombine. (Ref: RJ Hyndman.)