config-i1 / mes

Mixed Exponential Smoothing
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Separate seasonal and non-seasonal initials #26

Closed config-i1 closed 4 years ago

config-i1 commented 4 years ago

Possible solutions:

  1. Separate initial and initialSeason;
  2. Accept a list in initial, so that initial[[1]] is the vector of non-seasonal ones and then [[2]], [[3]] correspond to specific seasonalities. If a seasonal is not provided, it should have NA.
config-i1 commented 4 years ago

Additionally, this should also accept initials for ARIMA and maybe xreg as well.

How about a named list:

If vector is provided, the stuff is used one after another.

config-i1 commented 4 years ago

An example with the idea with the list: list(level=1000, trend=1, seasonal=list(c(-100,90,-120,135), c(1,2,3,4,5,6,7,8)), ARIMA=c(1,2,3), xreg=c(1,2,3,1,4,24))