Double Seasonal Holt-Winters model

Specify a Double Seasonal Holt-Winters model for use with fabletools::model().

Usage

DSHW(formula, ...)

Arguments

formula

A model formula specifying the response variable, for example value.

...

Further arguments passed to forecast::dshw(), including periods.

Value

A model definition that can be used inside fabletools::model().

Details

DSHW() is a model specification wrapper around forecast::dshw() for the fable, tsibble, and fabletools ecosystem.

The model is useful for time series with two important seasonal patterns, such as hourly data with daily and weekly seasonality.

The seasonal periods must be supplied through the periods argument.

See also

Other DSHW: fitted.DSHW(), forecast.DSHW(), model_sum.DSHW(), residuals.DSHW()

Examples

# \donttest{
library(dplyr)
library(tsibble)
library(fabletools)

train_frame <- elec_load |>
  filter(bidding_zone == "DE") |>
  slice_head(n = 24 * 28) |>
  as_tsibble(index = time)

model_frame <- train_frame |>
  model("DSHW" = DSHW(value, periods = c(24, 168)))
#> Warning: 1 error encountered for DSHW
#> [1] DSHW does not support missing values.

model_frame
#> # A mable: 1 x 1
#>           DSHW
#>        <model>
#> 1 <NULL model>
# }