## ----global_options, include=FALSE-------------------------------------------- knitr::opts_chunk$set(fig.width=6, fig.height=4, fig.path='Figs/', fig.show='hold', warning=FALSE, message=FALSE) ## ----load_libraries, message=FALSE, warning=FALSE----------------------------- require(smooth) require(greybox) ## ----es_N2457----------------------------------------------------------------- ourModel <- es(BJsales, h=12, holdout=TRUE, silent=FALSE) ourModel ## ----es_N2457_with_interval--------------------------------------------------- plot(forecast(ourModel, h=12, interval="prediction")) ## ----es_N2457_reuse_model----------------------------------------------------- es(BJsales, model=ourModel, h=12, holdout=FALSE) ## ----es_N2457_modelType------------------------------------------------------- modelType(ourModel) ## ----es_N2457_actuals--------------------------------------------------------- actuals(ourModel) ## ----es_N2457_reuse_model_parts----------------------------------------------- # Provided initials es(BJsales, model=modelType(ourModel), h=12, holdout=FALSE, initial=ourModel$initial) # Provided persistence es(BJsales, model=modelType(ourModel), h=12, holdout=FALSE, persistence=ourModel$persistence) ## ----es_N2457_set_initial----------------------------------------------------- es(BJsales, model=modelType(ourModel), h=12, holdout=FALSE, initial=200) ## ----es_N2457_aMSTFE---------------------------------------------------------- es(BJsales, h=12, holdout=TRUE, loss="MSEh", bounds="a", ic="BIC") ## ----es_N2457_combine--------------------------------------------------------- es(BJsales, model="CCN", h=12, holdout=TRUE) ## ----es_N2457_pool------------------------------------------------------------ # Select the best model in the pool es(BJsales, model=c("ANN","AAN","AAdN","MNN","MAN","MAdN"), h=12, holdout=TRUE) # Combine the pool of models es(BJsales, model=c("CCC","ANN","AAN","AAdN","MNN","MAN","MAdN"), h=12, holdout=TRUE) ## ----es_N2457_xreg_create----------------------------------------------------- x <- BJsales.lead ## ----es_N2457_xreg------------------------------------------------------------ es(BJsales, model="ZZZ", h=12, holdout=TRUE, xreg=x) ## ----es_N2457_xreg_expanded_select-------------------------------------------- es(BJsales, model="ZZZ", h=12, holdout=TRUE, xreg=xregExpander(x), regressors="use") ## ----es_N2457_xreg_select----------------------------------------------------- es(BJsales, model="ZZZ", h=12, holdout=TRUE, xreg=xregExpander(x), regressors="select") ## ----es_N2457_M3, eval=FALSE-------------------------------------------------- # es(Mcomp::M3$N2457, silent=FALSE)