odd behaviour when lambda = 1, decompose, differencing

ellisp / forecastxgb-r-package

An R package for time series models and forecasts with xgboost compatible with {forecast} S3 classes

GNU General Public License v3.0

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Closed ellisp closed 7 years ago

ellisp commented 7 years ago

mod9 <- xgbar(AirPassengers, seas_method = "decompose", trend_method = "differencing", lambda = 1)
fc9 <- forecast(mod9, h = 24)
plot(fc9)

Whereas the same but letting lambda be chosen by the algorithm:

ellisp commented 7 years ago

fixed