Closed mitchelloharawild closed 5 years ago
library(fable) gasoline <- as_tsibble(fpp2::gasoline) get_cv <- function(knots, K) { browser() gasoline %>% model(TSLM(value ~ fourier(K = K) + trend(knots))) %>% glance() %>% pull(CV) } cvk <- numeric(25) for(k in seq(25)) cvk[k] <- optim(c(800,1100), get_cv, K=k)$value K <- which.min(cvk)