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robjhyndman / forecast

Forecasting Functions for Time Series and Linear Models
http://pkg.robjhyndman.com/forecast
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Allow "refit" for bats and tbast objects #192

Closed spedygiorgio closed 8 years ago

spedygiorgio commented 8 years ago

When a bats or tbats object, It would be nice to use the coefficient structure of these models unchanged in order to apply to a new series, maybe to compare actual outcome and prediction. In other words, it is possible to apply the procedure shown http://stats.stackexchange.com/questions/55937/how-to-use-a-fitted-model-parameters-for-forecasting-other-time-series to bats and tbats?

Yongyiw commented 8 years ago

Check this https://github.com/robjhyndman/forecast/issues/15

I believe both bats() and tbats are able to refit previous models now.