Closed mitchelloharawild closed 4 months ago
Much like #949, I have a faster version of multi-step fitted values for ETS which I have incorporated here. It additionally uses the initial states to produce a h-step fit at time h-1.
devtools::load_all("~/github/forecast/") #> ℹ Loading forecast #> Registered S3 method overwritten by 'quantmod': #> method from #> as.zoo.data.frame zoo fit <- ets(USAccDeaths) bench::mark( forecast:::hfitted.default(fit, 4), hfitted(fit, 4), check = FALSE ) #> # A tibble: 2 × 6 #> expression min median `itr/sec` mem_alloc `gc/sec` #> <bch:expr> <bch:tm> <bch:tm> <dbl> <bch:byt> <dbl> #> 1 forecast:::hfitted.default(fit… 106.88ms 106.88ms 9.36 6.23MB 37.4 #> 2 hfitted(fit, 4) 1.15ms 1.23ms 769. 624B 13.0
Created on 2023-12-27 with reprex v2.0.2
Much like #949, I have a faster version of multi-step fitted values for ETS which I have incorporated here. It additionally uses the initial states to produce a h-step fit at time h-1.
Created on 2023-12-27 with reprex v2.0.2