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config-i1 / smooth

The set of functions used for time series analysis and in forecasting.
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Smart model selection on small samples #39

Closed config-i1 closed 8 years ago

config-i1 commented 8 years ago
  1. For es() - when number of observations is not enough to fit ZZZ, make a pool of models with ZNN, ZZN, ZNZ - depending on the data frequency and sample size.
  2. For auto.arima() - restrict orders depending on the sample size.
  3. For auto.ces() - restrict types of seasonality depending sample size.
config-i1 commented 8 years ago

Issue addressed in the recent update:

  1. Done for es().
  2. It is really hard to do anything reasonable for auto.ssarima - too many possible combinations! So throwing stop() if number of observations is not enough.
  3. Done for auto.ces().