config-i1 / mes

Mixed Exponential Smoothing
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Develop a method to smooth states of the model #32

Open config-i1 opened 4 years ago

config-i1 commented 4 years ago

This should lead to smoother seasonals and smoother level / trend. This should be a separate method, applied by a user, returning smooth ADAM (reconstructed model).

In order to see the issue run the following: test <- adam(forecast::taylor,"MNM",lags=c(48,336),h=336,holdout=T,initial="b",silent=F)