Open robjhyndman opened 8 years ago
Reprex:
library(forecast)
x1 <- c(taylor[1:3000])
x2 <- c(taylor[500:length(taylor)])
fit <- tbats(x1, seasonal.periods=c(48,336))
fit2 <- tbats(x2, model=fit)
plot(fit)
plot(fit2)
plot(forecast(fit2))
Created on 2019-01-03 by the reprex package (v0.2.1)
The problem is that the level component in fit2
is contaminated by the seasonal components. I think we should leave this for now and see if the same problem occurs after a re-implementation in fable
.